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.
- 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.
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- Seyhun, H Nejat, 1988. " The January Effect and Aggregate Insider Trading," Journal of Finance, American Finance Association, vol. 43(1), pages 129-141, March.
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- 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 and Market Efficiency," Journal of Finance, American Finance Association, vol. 31(4), pages 1141-1148, September.
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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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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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