ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT
Author:
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2004.00095.x/fullpdf
Reference26 articles.
1. Evidence on Tax-Motivated Securities Trading Behavior
2. Problems in measuring portfolio performance An application to contrarian investment strategies
3. Differential information and the small firm effect
4. A November Effect? Revisiting the Tax-Loss-Selling Hypothesis
5. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias
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