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• W2137416604 abstract "ABSTRACT This study investigates the seasonal pattern of aggregate insider trading to help distinguish between two competing explanations for the seasonal pattern of security returns. The first potential explanation examined is that the January effect arises from predictable changes in turn‐of‐the‐year demand for securities. The second potential explanation examined is that the January effect represents compensation for the higher risk of trading against informed traders at the turn of the year." @default.
• W2137416604 created "2016-06-24" @default.
• W2137416604 creator A5063274601 @default.
• W2137416604 date "1988-03-01" @default.
• W2137416604 modified "2023-10-03" @default.
• W2137416604 title "The January Effect and Aggregate Insider Trading" @default.
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• W2137416604 doi "https://doi.org/10.1111/j.1540-6261.1988.tb02593.x" @default.
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