A Tax-Free Exploitation of the Turn-of-the-Month Effect: C.R.E.F
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 7 (1998)
Issue (Month): 1 ()
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
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- Ritter, Jay R, 1988. " The Buying and Selling Behavior of Individual Investors at the Turn of the Year," Journal of Finance, American Finance Association, vol. 43(3), pages 701-17, July.
- Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August.
- Miller, Edward M. & Prather, Larry J., 2000. "Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF," Financial Services Review, Elsevier, vol. 9(3), pages 219-230, 00.
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