Publication Date
1-1-1992
Abstract
Study of 71 closed-end stock funds that went public over a five year period attributes turn-of-the-year selling to price declines over the preceeding year. Size is shown not to be a primary predictor.
Document Type
Article
Keywords
turn-of-the-year effect, calendar year, anomalies, January effect
Disciplines
Business
Part of
article
Extent
30 pages
Format
Rights
The files in this collection are protected by copyright law. No commercial reproduction or distribution of these files is permitted without the written permission of Southern Methodist University, Cox Business School. These files may be freely used for educational purposes, provided they are not altered in any way, and Southern Methodist University is cited. For more information, contact ncds@smu.edu.
Language
English
