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STOCK MARKET SEASONALITY AND TAXES: AN EXAMINATION OF THE TAX‐LOSS SELLING HYPOTHESIS
12 references·0 citing·41 second hop
STOCK MARKET SEASONALITY AND TAXES: AN EXAMINATION OF THE TAX‐LOSS SELLING HYPOTHESIS (1985)STOCK MARKET SEASONALITY AND TAXES: AN EX…Optimal stock trading with personal taxes (1984)Optimal stock trading with pe…Year-End Tax-Induced Sales and Stock Market Seasonality (1983)Year-End Tax-Induced Sales an…Vas Ist Das? (1983)Vas Ist Das?The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence (1983)Stock Return Seasonalities an…Stock return seasonalities and the tax-loss selling hypothesis (1983)Stock return seasonalities an…Stock market seasonality (1983)Stock market seasonalitySize-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns (1983)Optimal Stock Trading with Pe…A Tax Loss Trading Rule (1977)A Tax Loss Trading RuleCapital market seasonality: The case of stock returns (1976)Capital market seasonality: T…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Measuring abnormal performance (1992)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Stock prices and the Wall Street weather (1993)Risk measurement when shares are subject to infrequent trading (1979)Event study methodologies and the size effect (1986)Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)Is size dead? A review of the size effect in equity returns (2011)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Examination of the Robustness of the Weekend Effect (1989)Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Market Reaction to Stock Splits (1987)The Courage of Misguided Convictions (1999)Optimization Methods in Finance (2006)Statistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)Anomalies: The January Effect (1987)High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)Periodic market closure and trading volume (1992)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Size and stock returns, and other empirical regularities (1983)Forecasting volatility in the New Zealand stock market (2002)Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket (2004)Volume for Winners and Losers: Taxation and Other Motives for Stock Trading (1986)Do after-tax returns affect mutual fund inflows? (2002)The Information Content of Idiosyncratic Volatility (2009)
this work references cited by second hop

References

  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1983The anomalous stock market behavior of small firms in January848 cited
  • 1983Stock market seasonality573 cited
  • 1983Vas Ist Das?429 cited
  • 1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns409 cited
  • 1983Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence319 cited
  • 1984Optimal stock trading with personal taxes308 cited
  • 1983Stock return seasonalities and the tax-loss selling hypothesis259 cited
  • 1977A Tax Loss Trading Rule239 cited
  • 1983Year-End Tax-Induced Sales and Stock Market Seasonality138 cited

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