Market index returns, macroeconomic variables, and tax-loss selling
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DOI: 10.1007/BF02759713
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- Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling), 2014. "Institutions and the turn-of-the-year effect: Evidence from actual institutional trades," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 56-68.
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