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There are 60574 results for: content related to: Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

  1. Tax-Induced Trading: The Effect of the 1986 Tax Reform Act on Stock Market Activity

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 327–344, PAUL J. BOLSTER, LAWRENCE B. LINDSEY and ANDREW MITRUSI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05060.x

  2. An Empirical Analysis of Illegal Insider Trading

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1661–1699, LISA K. MEULBROEK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04679.x


    Journal of Financial Research

    Volume 18, Issue 3, Fall 1995, Pages: 329–350, M. Cary Collins, James W. Wansley and Breck Robinson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00570.x

  4. Payout Policy Tax Clienteles, Ex-dividend Day Stock Prices and Trading Behavior in Germany: The Case of the 2001 Tax Reform

    Journal of Business Finance & Accounting

    Volume 40, Issue 3-4, April/May 2013, Pages: 527–563, Christian Haesner and Deborah Schanz

    Version of Record online : 25 APR 2013, DOI: 10.1111/jbfa.12018


    Journal of Financial Research

    Volume 16, Issue 1, Spring 1993, Pages: 49–59, Thomas H. Eyssell and Nasser Arshadi

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00126.x

  6. Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates

    International Review of Finance

    Volume 14, Issue 4, December 2014, Pages: 551–585, Hue Hwa Au Yong, Christine Brown and Chloe Choy Yeing Ho

    Version of Record online : 16 JUL 2014, DOI: 10.1111/irfi.12037

  7. Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 1042–1066, Adrian C. H. Lei

    Version of Record online : 18 AUG 2014, DOI: 10.1002/fut.21689

  8. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  9. Investor Inattention and Friday Earnings Announcements

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 709–749, STEFANO DELLAVIGNA and JOSHUA M. POLLET

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01447.x

  10. Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2611–2636, John R. Graham, Roni Michaely and Michael R. Roberts

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00617.x

  11. Do Insider Trading Laws Work?

    European Financial Management

    Volume 11, Issue 3, June 2005, Pages: 267–312, Arturo Bris

    Version of Record online : 7 JUN 2005, DOI: 10.1111/j.1354-7798.2005.00285.x

  12. Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 677–697, STEPHEN P. FERRIS, ROBERT A. HAUGEN and ANIL K. MAKHIJA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04599.x

  13. You have free access to this content
    Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach

    The Japanese Economic Review

    Volume 67, Issue 1, March 2016, Pages: 96–124, Cathy W.S. Chen, Mike K.P. So and Thomas C. Chiang

    Version of Record online : 16 JUL 2015, DOI: 10.1111/jere.12074

  14. A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index

    The Economic Journal

    Volume 115, Issue 505, July 2005, Pages: 767–797, Chris Brooks and Apostolos Katsaris

    Version of Record online : 13 JUL 2005, DOI: 10.1111/j.1468-0297.2005.01019.x

  15. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x

  16. Event Day 0? After-Hours Earnings Announcements

    Journal of Accounting Research

    Volume 47, Issue 1, March 2009, Pages: 71–103, HENK BERKMAN and CAMERON TRUONG

    Version of Record online : 22 DEC 2008, DOI: 10.1111/j.1475-679X.2008.00312.x

  17. Disagreement and Learning: Dynamic Patterns of Trade

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1269–1302, SNEHAL BANERJEE and ILAN KREMER

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01570.x

  18. Option volume and volatility response to scheduled economic news releases

    Journal of Futures Markets

    Volume 23, Issue 4, April 2003, Pages: 315–345, John R. Nofsinger and Brian Prucyk

    Version of Record online : 24 FEB 2003, DOI: 10.1002/fut.10064

  19. Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 837–865, J. B. CHAY, DOSOUNG CHOI and JEFFREY PONTIFF

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00856.x

  20. Exchange-Traded Fund Introductions and Closed-End Fund Discounts and Volume

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 973–994, Scott W. Barnhart and Stuart Rosenstein

    Version of Record online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00281.x