Market index returns, macroeconomic variables, and tax-loss selling
Year of publication: |
2002
|
---|---|
Authors: | Johnston, Ken ; Cox, Don R. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 26.2002, 3, p. 297-308
|
Subject: | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Steuerwirkung | Tax effects | Marktmikrostruktur | Market microstructure | USA | United States | 1970-1987 |
-
Seasonality in stock prices and spreads : a market microstructure analysis
Krishnamurti, Chandrasekhar, (1990)
-
Tests and properties of variance rations in microstructure studies
Ronen, Tavy, (1997)
-
Losers selling and the turn-of-the-year effect : an intraday examination
Pintong, Witaya, (1994)
- More ...
-
Tax loss selling and the contrarian investment strategy
Johnston, Ken, (1997)
-
The Influence of Tax-Loss Selling by Individual Investors in Explaining the January Effect
Johnston, Ken, (1996)
-
Are the Best Small Companies the Best Investments?
Bauman, W. Scott, (2002)
- More ...