Errors in recorded security prices and the turn-of-the year effect



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29. Thomson, James B.   "Tax-Selling Pressure and Errors in Recorded Security

Prices: An Empirical Investigation of the Turn-of-the-Year Effect,"
Unpublished Ph.D. dissertation, The Ohio State University, August 1984.

30. Tinic, Seha M.  "The Economics of Liquidity Services," Quarterly Jcurnal

of Economics, vol. 86, no. 1 (February 1972), 79-93.

31. ________________, and Richard R. West. "Risk and Return: January Vs. the

Rest of the Year," Journal of Financial Economics, vol. 13, no. 4
(December 1984), 561-74.

32. White, Kenneth J. "A General Computer Program for Econometric Methods -
SHAZAM," Econometrica, vol. 46, no. 1 (January 1978), 239-40.



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