Chen, Honghui; Singal, Vijay - In: Journal of Financial Research 27 (2004) 3, pp. 351-372
The multitude of explanations for the January effect leaves the reader confused about its primary cause(s): is it tax-loss selling, window dressing, information, bid-ask bounce, or a combination of these causes? The confusion arises, in part, because evidence has generally been presented in...