Insider trading, tax-loss selling, and the turn-of-the-year effect
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References listed on IDEAS
- R. Richardson Pettit & P.C. Venkatesh, 1995. "Insider Trading and Long-Run Return Performance," Financial Management, Financial Management Association, vol. 24(2), Summer.
- Stoll, Hans R. & Whaley, Robert E., 1983. "Transaction costs and the small firm effect," Journal of Financial Economics, Elsevier, vol. 12(1), pages 57-79, June.
- Seyhun, H Nejat, 1988. " The January Effect and Aggregate Insider Trading," Journal of Finance, American Finance Association, vol. 43(1), pages 129-141, March.
- Seyhun, H. Nejat, 1986. "Insiders' profits, costs of trading, and market efficiency," Journal of Financial Economics, Elsevier, vol. 16(2), pages 189-212, June.
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- Fama, Eugene F & French, Kenneth R, 1996. "The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, vol. 51(5), pages 1947-1958, December.
- Seyhun, H Nejat, 1988. "The Information Content of Aggregate Insider Trading," The Journal of Business, University of Chicago Press, vol. 61(1), pages 1-24, January.
- Schultz, Paul, 1983. "Transaction costs and the small firm effect : A comment," Journal of Financial Economics, Elsevier, vol. 12(1), pages 81-88, June.
- Givoly, Dan & Palmon, Dan, 1985. "Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 58(1), pages 69-87, January.
- Lakonishok, Josef & Smidt, Seymour, 1984. "Volume and turn-of-the-year behavior," Journal of Financial Economics, Elsevier, vol. 13(3), pages 435-455, September.
- Finnerty, Joseph E., 1976. "Insiders' Activity and Inside Information: A Multivariate Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(2), pages 205-215, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018. "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(2), pages 73-86.
- De Moor, Lieven & Sercu, Piet, 2013. "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 129-155.
- Bley, Jorg & Saad, Mohsen, 2010. "Cross-cultural differences in seasonality," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 306-312, September.
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