Do arbitragers exploit the January effect?
Dennis J. Lasser, Xue Wang
| Year of publication: |
December 2015
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|---|---|
| Authors: | Lasser, Dennis J. ; Wang, Xue |
| Published in: |
Frontiers of business research in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-7326, ZDB-ID 2388653-5. - Vol. 9.2015, 4, p. 481-515
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| Subject: | January effect | tax-loss selling | arbitrage costs | market efficiency | Arbitrage | Saisonale Schwankungen | Seasonal variations | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3868/s070-004-015-0019-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011490583