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New Evidence on The January Effect Before Personal Income Taxes

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References

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1985Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note83 cited

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1999A November Effect? Revisiting the Tax-Loss-Selling Hypothesis70 cited

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2009

Risk and the January effect

61 cited

1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited

2006Turn‐of‐the‐month and intramonth effects: Explanation from the important macroeconomic news announcements52 cited

1997On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market51 cited

2007Preferred habitat for liquidity in international short-term interest rates38 cited

2010Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance34 cited

2007Yes, Wall Street, There Is A January Effect! Evidence from Laboratory Auctions34 cited

2007Is the January effect still alive in the futures markets?26 cited

2003A December Effect with Tax-Gain Selling?25 cited

2021Retail investor risk-seeking, attention, and the January effect22 cited

2015Is the January effect rational? Insights from the accounting valuation model18 cited

2003Does Smart Money Move Markets?18 cited

2005The Nepalese Stock Market: Efficient and Calendar Anomalies17 cited