Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb02435.x/fullpdf
Reference28 articles.
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4. Can tax-loss selling explain the January seasonal in stock returns?;Chan;Journal of Finance,1986
5. Optimal stock trading with personal taxes;Constantinides;Journal of Financial Economics,1984
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