Concepedia

The turn-of-the-year effect and tax-loss-selling by institutional investors

Stephanie A. Sikes

Journal of Accounting and Economics · 2014 · 42 citations · 38 references

DOI

Concepts

References

38

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

, , +17

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Mitchell A. Petersen · Review of Financial Studies · 2008 · 11.2K citations · Full text

, , +12

Are Investors Reluctant to Realize Their Losses?

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

, , +12

Size-related anomalies and stock return seasonality

Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations

, , +13

Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research

Ian D. Gow, Gaizka Ormazábal, Daniel J. Taylor · The Accounting Review · 2010 · 1.5K citations

, , +10