Concepedia

The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

Ranjan D’Mello, Stephen P. Ferris, Chuan Yang Hwang

Journal of Financial Markets · 2002 · 86 citations · 42 references

DOI

Concepts

References

42

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

, , +16

The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

, , +14

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

, , +12

Are Investors Reluctant to Realize Their Losses?

Terrance Odean · The Journal of Finance · 1998 · 3.8K citations

, , +12

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations

, , +11