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The Turn-of-The-Quarter Effect in Momentum and Reversal in U.S. Stocks: Price Pressure as the Result of Tax-Loss Sales and Window Dressing

https://doi.org/10.2139/ssrn.2481042
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30/30 checkable references clean · checked 2026-08-20

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 30 checked references that resolve
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Prospect theory, mental accounting, and momentum
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Fads, Martingales, and Market Efficiency
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A Flow-Based Explanation for Return Predictability
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The 4 references without a DOI — listed, not checked
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no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedInstitutional Trading and the Turn-of-the-Year Effect
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