Institutional trading and the turn-of-the-year effect

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Tax-Loss Selling and the January Effect: Evidence from Municipal Bond Closed-End Funds (2006, background): “See also Ng and Wang (2004) for institutional trading at year-end.”
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide (2013, unknown): “…dressing,” i.e., trading strategies meant to generate differences between the portfolios on the reporting date and those held at other times (Haugen and Lakonishok (1988), Lakonishok, Shleifer, Thaler, and Vishny (1991), Musto (1997, 1999), Ng and Wang (2004), and Agarwal, Gay, and Ling (2012)).”
Gambling Preference and the New Year Effect of Assets with Lottery Features (2012, methodology): “Second, Ng and Wang (2004) provide evidence that the buying pressure of institutions based on 13F data is associated with the strength of the turn-of-the-year effect, which supports using quarterly holding change data to infer institutional trading behavior at the turn of the year.”
Are Monthly Seasonals Real? A Three Century Perspective (2013, unknown): “monthly stock price and total return indices from over 600 individual stocks on the NYSE starting from 1815 and running to 1925. Wilson and Jones (2002) improve the monthly S&P stock price index from 1871 to 1999 making it a more consistent broad index.”