Advanced Search
MyIDEAS: Login to save this article or follow this journal

Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings

Contents:

Author Info

  • Gibson, Scott
  • Safieddine, Assem
  • Titman, Sheridan

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://journals.cambridge.org/abstract_S0022109000009236
File Function: link to article abstract page
Download Restriction: no

Bibliographic Info

Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 35 (2000)
Issue (Month): 03 (September)
Pages: 369-386

as in new window
Handle: RePEc:cup:jfinqa:v:35:y:2000:i:03:p:369-386_00

Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_JFQProvider-Email:journals@cambridge.org

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Clemens Sialm & Laura Starks, 2012. "Mutual Fund Tax Clienteles," Journal of Finance, American Finance Association, vol. 67(4), pages 1397-1422, 08.
  2. Cici, Gjergji & Gibson, Scott & Moussawi, Rabih, 2010. "Mutual fund performance when parent firms simultaneously manage hedge funds," Journal of Financial Intermediation, Elsevier, vol. 19(2), pages 169-187, April.
  3. Daniel Bergstresser & James Poterba, 2000. "Do After-Tax Returns Affect Mutual Fund Inflows?," NBER Working Papers 7595, National Bureau of Economic Research, Inc.
  4. Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2012. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09, University of Cologne, Centre for Financial Research (CFR).
  5. Vidal-GarcĂ­a, Javier & Vidal, Marta, 2014. "Seasonality and idiosyncratic risk in mutual fund performance," European Journal of Operational Research, Elsevier, vol. 233(3), pages 613-624.
  6. Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph, 2013. "Are financial advisors useful? Evidence from tax-motivated mutual fund flows," CFR Working Papers 12-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
  7. Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R. & Krasny, Yoel & Ozelge, Sadi O., 2010. "The effect of holdings data frequency on conclusions about mutual fund behavior," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 912-922, May.
  8. Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L., 2009. "Do active fund managers care about capital gains tax efficiency?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 257-270, April.
  9. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013. "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers 13-09, University of Cologne, Centre for Financial Research (CFR).
  10. Sikes, Stephanie A., 2014. "The turn-of-the-year effect and tax-loss-selling by institutional investors," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 22-42.
  11. Cici, Gjergji, 2011. "The prevalence of the disposition effect in mutual funds' trades," CFR Working Papers 11-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  12. Chen, Feng & Kraft, Arthur & Weiss, Ira, 2011. "Tax Planning By Mutual Funds: Evidence From Changes In The Capital Gains Tax Rate," National Tax Journal, National Tax Association, vol. 64(1), pages 105-34, March.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa:v:35:y:2000:i:03:p:369-386_00. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.