search query: @author Hillier, D. / total: 7
reference: 4 / 7
| Author: | Hillier, D. Marshall, A. |
| Title: | Insider trading, tax-loss selling, and the turn-of-the-year effect |
| Journal: | International Review of Financial Analysis
2002 : VOL. 11:1, p. 73-84 |
| Index terms: | INSIDER TRADING |
| Freeterms: | TAX-LOSS SELLING TURN-OF-THE-YEAR EFFECT |
| Language: | eng |
| Abstract: | The authors examine the turn-of-the-year effect (January effect) in UK listed securities and find that it is significant but not persistent through time. In contrast to the US studies, equities of all sizes are affected. Although important, they reject the hypothesis that seasonalities in insider trading are the main determinant of the turn-of-the-year effect. |
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