School of Business Administration, University of Wisconsin, Milwaukee, and School of Business Administration, University of Western Ontario, respectively. The authors wish to thank Brent Ambrose, Timothy Haas, Der-Ann Hsu, Craig MacKinlay, Michael Robinson, Arthur Warga, Drew Winters, René Stulz (editor), two anonymous referees, and the finance seminar participants at the University of Western Ontario, the University of Wisconsin-Milwaukee, and DePaul University for their helpful comments. We would also like to thank the Toronto Stock Exchange for allowing access to the data used in this study.
Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 2, pages 575–598, June 1993
How to Cite
GRIFFITHS, M. D. and WHITE, R. W. (1993), Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study. The Journal of Finance, 48: 575–598. doi: 10.1111/j.1540-6261.1993.tb04728.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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