New evidence on the impact of tax-loss selling on the turn of the year effect Timothy J. Brailsford; Stephen A. Easton Journal of Banking & Finance 1993 17(1), 131-144
A note on the effects of contract adjustments on the prices of put and call options Robert L. Brown; Stephen A. Easton; Paul A. Lalor Journal of Banking & Finance 1995 19(5), 937-948