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Capital Gains Tax Rules, Tax‐loss Trading, and Turn‐of‐the‐year Returns

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2008Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?160 cited
2004

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Institutional trading and the turn-of-the-year effect

144 cited

2006Capital Gains Tax Overhang and Price Pressure144 cited

2006Tax‐Loss Selling and the January Effect: Evidence from Municipal Bond Closed‐End Funds135 cited

2001Taxation, Risk-Taking, and Household Portfolio Behavior124 cited

2005Behavioral Biases and Investment114 cited

2012Are Monthly Seasonals Real? A Three Century Perspective112 cited

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2004ALL THINGS CONSIDERED, TAXES DRIVE THE JANUARY EFFECT85 cited

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2006Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions*82 cited

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