The January Effect and Other Seasonal Anomalies: A Common Theoretical Framework

摘要: Preface. An Introduction to Keynes' Common Theoretical Framework for All Seasonal Anomalies. theory of liquidity preferences. Contemporary Explanations the January Effect. Tax loss selling and effect. The intergenerational transfers hypothesis Capital asset pricing model misspecification information flows Window dressing Seasonals Other than weekend day-of-the-week effects. holiday (estimated) tax payment End-of-the-month/turn-of-the-month Month-of-the-year Effect - A Summary. historical/contemporary retail merchandising seasonal? Stock Index Market database. Summary suggestions further research. Annotated bibliography. Acronyms. Glossary hypotheses terms.