-
3
-
-
0033272864
-
A November Effect? Revisiting the Tax-Loss-Selling Hypothesis
-
Bhabra, H. S.; U. S. Dhillon; and G. G. Ramirez. "A November Effect? Revisiting the Tax-Loss-Selling Hypothesis." Financial Management, 28 (1999), 5-15.
-
(1999)
Financial Management
, vol.28
, pp. 5-15
-
-
Bhabra, H.S.1
Dhillon, U.S.2
Ramirez, G.G.3
-
6
-
-
0039561990
-
Measuring Fund Performance with Characteristic Based Benchmarks
-
Daniel, K.; M. Grinblatt; S. Titman; and R. Wermers. "Measuring Fund Performance with Characteristic Based Benchmarks." Journal of Finance, 52 (1997), 1035-1085.
-
(1997)
Journal of Finance
, vol.52
, pp. 1035-1085
-
-
Daniel, K.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
7
-
-
0001117438
-
Capital Gains Taxation and Year-End Stock Market Behavior
-
Dyl, E. A. "Capital Gains Taxation and Year-End Stock Market Behavior." Journal of Finance, 32 (1977), 165-175.
-
(1977)
Journal of Finance
, vol.32
, pp. 165-175
-
-
Dyl, E.A.1
-
8
-
-
0011183797
-
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
-
Falkenstein, E. G. "Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings." Journal of Finance, 51 (1996), 111-135.
-
(1996)
Journal of Finance
, vol.51
, pp. 111-135
-
-
Falkenstein, E.G.1
-
9
-
-
0000587193
-
Year-End Tax-Induced Sales and Stock Market Seasonality
-
Givoly, D., and A. Ovadia. "Year-End Tax-Induced Sales and Stock Market Seasonality." Journal of Finance, 38 (1983), 171-185.
-
(1983)
Journal of Finance
, vol.38
, pp. 171-185
-
-
Givoly, D.1
Ovadia, A.2
-
11
-
-
84993608646
-
Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study
-
Griffiths, M. D., and R. W. White. "Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study." Journal of Finance, 48 (1993), 575-598.
-
(1993)
Journal of Finance
, vol.48
, pp. 575-598
-
-
Griffiths, M.D.1
White, R.W.2
-
12
-
-
0000741932
-
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
-
Grinblatt, M.; S. Titman; and R. Wermers. "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior." American Economic Review, 85 (1995), 1088-1105.
-
(1995)
American Economic Review
, vol.85
, pp. 1088-1105
-
-
Grinblatt, M.1
Titman, S.2
Wermers, R.3
-
13
-
-
77957029777
-
On the Predictability of Common Stock Returns: World-Wide Evidence
-
Amsterdam, Netherlands: Elsevier Science B.V.
-
Hawawini, G., and D. B. Keim. "On the Predictability of Common Stock Returns: World-Wide Evidence." In Handbooks in Operations Research and Management Science: Finance, vol. 9, Amsterdam, Netherlands: Elsevier Science B.V. (1995), 497-544.
-
(1995)
Handbooks in Operations Research and Management Science: Finance
, vol.9
, pp. 497-544
-
-
Hawawini, G.1
Keim, D.B.2
-
14
-
-
0009021857
-
New Evidence on the January Effect before Personal Income Taxes
-
Jones, S. L.; W. Lee; and R. Apenbrink. "New Evidence on the January Effect before Personal Income Taxes." Journal of Finance, 46 (1991), 1909-1924.
-
(1991)
Journal of Finance
, vol.46
, pp. 1909-1924
-
-
Jones, S.L.1
Lee, W.2
Apenbrink, R.3
-
15
-
-
1342343771
-
Trading Patterns, Bid-Ask Spreads, and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points
-
Keim, D. B. "Trading Patterns, Bid-Ask Spreads, and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points." Journal of Financial Economics, 25 (1989), 75-97.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 75-97
-
-
Keim, D.B.1
-
16
-
-
9744266634
-
-
New York, NY: Investment Dealers Digest, Inc. Spring and Spring
-
Mutual Fund Directory. New York, NY: Investment Dealers Digest, Inc. (Spring 1987 and Spring 1990).
-
(1987)
Mutual Fund Directory
-
-
-
17
-
-
9744285635
-
-
New York, NY: Value Line, Inc.
-
Mutual Fund Survey. New York, NY: Value Line, Inc. (1997).
-
(1997)
Mutual Fund Survey
-
-
-
18
-
-
48749146127
-
The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects
-
Reinganum, M. R. "The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Selling Effects." Journal of Financial Economics, 12 (1983), 89-104.
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 89-104
-
-
Reinganum, M.R.1
-
19
-
-
0001547971
-
Taxes and Stock Return Seasonality: Evidence from the London Stock Exchange
-
Reinganum, M. R., and A. C. Shapiro. "Taxes and Stock Return Seasonality: Evidence from the London Stock Exchange." Journal of Business, 60 (1987), 281-295.
-
(1987)
Journal of Business
, vol.60
, pp. 281-295
-
-
Reinganum, M.R.1
Shapiro, A.C.2
-
20
-
-
0002662410
-
Vas ist Das?: The Turn of-the-Year Effect and the Return Premia of Small Firms
-
Roll, R. "Vas ist Das?: The Turn of-the-Year Effect and the Return Premia of Small Firms." Journal of Portfolio Management, 9 (1983), 18-28.
-
(1983)
Journal of Portfolio Management
, vol.9
, pp. 18-28
-
-
Roll, R.1
-
21
-
-
0039647027
-
Institutions and Individuals at the Turn-of-the-Year
-
Sias, R. W., and L. T. Starks. "Institutions and Individuals at the Turn-of-the-Year." Journal of Finance, 52 (1997), 1543-1562.
-
(1997)
Journal of Finance
, vol.52
, pp. 1543-1562
-
-
Sias, R.W.1
Starks, L.T.2
-
22
-
-
0038876381
-
Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: a Note
-
Schultz, P. "Personal Income Taxes and the January Effect: Small Firm Stock Returns before the War Revenue Act of 1917: A Note." Journal of Finance, 40 (1985), 333-343.
-
(1985)
Journal of Finance
, vol.40
, pp. 333-343
-
-
Schultz, P.1
-
24
-
-
0006818286
-
Mutual Fund Herding and the Impact on Stock Prices
-
_. "Mutual Fund Herding and the Impact on Stock Prices." Journal of Finance, 54 (1999), 581-622.
-
(1999)
Journal of Finance
, vol.54
, pp. 581-622
-
-
|