The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year
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- Grinblatt, Mark & Keloharju, Matti, 2004.
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- Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling), 2014. "Institutions and the turn-of-the-year effect: Evidence from actual institutional trades," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 56-68.
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