Insider trading, tax-loss selling, and the turn-of-the-year effect

International Review of Financial Analysis

Volumn 11, Issue 1, 2002, Pages 73-84

  Hillier, David ^a   Marshall, Andrew ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Insider trading; January effect; Tax loss selling

Indexed keywords

EID: 0036189387     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(01)00065-5     Document Type: Article

References (22)

1. The January Anomaly: Effects of low share price, transaction costs, and bid-ask bias
2. New evidence on the impact of tax-loss selling on the turn of the year effect
3. Seasonalities in NYSE bid-ask spreads and stock returns in January
4. The CAPM is wanted, dead or alive
5. Insiders and market efficiency
6. Insiders' activity and inside information: A multivariate analysis
7. Insider trading and the exploitation of inside information
8. Tax-induced trading and the turn-of-the-year anomaly: An intraday study
9. The market evaluation of information in Directors' trades
10. Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points
11. Volume and turn-of-the-year behavior
12. Insider trading and the OTC Market
13. Predictive and statistical properties of insider trading
14. Are some insiders more 'inside' than others?
15. Insider trading and long-run return performance
16. Relationship between insider trading and rates of return for NYSE common stocks, 1960-66
17. Transaction costs and the small firm effect: A comment
18. Insiders' profits, costs of trading and market efficiency
19. The January effect and aggregate insider trading
20. The information content of aggregate insider trading
21. Insider trading following material news events: Evidence from earnings
22. Transaction costs and the small firm effect