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There are 9615 results for: content related to: Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

  1. Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1219–1245, CHRISTOPHER G. LAMOUREUX and GARY C. SANGER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02651.x

  2. JANUARY RETURN SEASONALITY IN REAL ESTATE INVESTMENT TRUSTS: INFORMATION VS. TAX-LOSS SELLING EFFECTS

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 33–51, H. Swint Friday and David R. Peterson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00235.x

  3. Investor behaviour in response to Australia’s capital gains tax

    Accounting & Finance

    Volume 50, Issue 4, December 2010, Pages: 783–808, Philip Brown, Andrew Ferguson and Sam Sherry

    Article first published online : 2 NOV 2010, DOI: 10.1111/j.1467-629X.2010.00352.x

  4. Disposition Effect

    Behavioral Finance: Investors, Corporations, and Markets

    H. Kent Baker, John R. Nofsinger, Pages: 169–189, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118258415.ch10

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    Are Investors Reluctant to Realize Their Losses?

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1775–1798, Terrance Odean

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00072

  6. The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes

    International Review of Finance

    Volume 6, Issue 1-2, March/June 2006, Pages: 43–78, Philip Brown, Nick Chappel, Ray Da Silva Rosa and Terry Walter

    Article first published online : 18 APR 2007, DOI: 10.1111/j.1468-2443.2007.00059.x

  7. Can Tax-Loss Selling Explain the January Seasonal in Stock Returns?

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1115–1128, K. C. CHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02534.x

  8. A SIMULTANEOUS TEST OF COMPETING THEORIES REGARDING THE JANUARY EFFECT

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 13–32, James A. Ligon

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00234.x

  9. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 777–790, HERSH SHEFRIN and MEIR STATMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb05002.x

  10. The Turn-of-the-Year in Canada

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 185–192, ANGEL BERGES, JOHN J. McCONNELL and GARY G. SCHLARBAUM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03867.x

  11. Evidence on Tax-Motivated Securities Trading Behavior

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 369–382, S. G. BADRINATH and WILBUR G. LEWELLEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03755.x

  12. What Makes Investors Trade?

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 589–616, Mark Grinblatt and Matti Keloharju

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00338

  13. Tax-Loss Selling and the January Effect: Evidence from Municipal Bond Closed-End Funds

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 3049–3067, LAURA T. STARKS, LI YONG and LU ZHENG

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01011.x

  14. THE SEASONALITY IN CONVERTIBLE BOND MARKETS: A STOCK EFFECT OR BOND EFFECT?

    Journal of Financial Research

    Volume 11, Issue 4, Winter 1988, Pages: 335–347, Christopher K. Ma, Ramesh P. Rao and Herbert J. Weinraub

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1988.tb00093.x

  15. Tax Calendar Effects in the Municipal Bond Market: Tax-Loss Selling and Cherry Picking by Investors and Market Timing by Fund Managers

    Financial Review

    Volume 46, Issue 4, November 2011, Pages: 703–721, Haiwei Chen, Jim Estes and Thanh Ngo

    Article first published online : 5 OCT 2011, DOI: 10.1111/j.1540-6288.2011.00317.x

  16. Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks

    Journal of Business Finance & Accounting

    Volume 39, Issue 5-6, June/July 2012, Pages: 785–805, Michael A. Kelly, Xin Wu and Donald R. Chambers

    Article first published online : 18 OCT 2011, DOI: 10.1111/j.1468-5957.2011.02259.x

  17. STOCK MARKET SEASONALITY AND TAXES: AN EXAMINATION OF THE TAX-LOSS SELLING HYPOTHESIS

    Journal of Business Finance & Accounting

    Volume 12, Issue 4, December 1985, Pages: 515–530, W. M. Van Den Bergh and R. E. Wessels

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1985.tb00791.x

  18. Retail investors exonerated: the case of the January effect

    Accounting & Finance

    Volume 52, Issue 4, December 2012, Pages: 1083–1099, Julia Henker and Debapriya J. Paul

    Article first published online : 4 OCT 2011, DOI: 10.1111/j.1467-629X.2011.00449.x

  19. How Different Types of Traders Behave in the Taiwan Futures Market

    Journal of Futures Markets

    Volume 33, Issue 12, December 2013, Pages: 1097–1117, Hung Chih Li, Chao Hsien Lin, Teng Yuan Cheng and Syouching Lai

    Article first published online : 20 NOV 2012, DOI: 10.1002/fut.21588

  20. Trading performance, disposition effect, overconfidence, representativeness bias, and experience of emerging market investors

    Journal of Behavioral Decision Making

    Volume 20, Issue 4, October 2007, Pages: 425–451, Gongmeng Chen, Kenneth A. Kim, John R. Nofsinger and Oliver M. Rui

    Article first published online : 9 FEB 2007, DOI: 10.1002/bdm.561