RETURN SEASONALITY IN STOCKS AND THEIR UNDERLYING ASSETS - TAX-LOSS SELLING VERSUS INFORMATION EXPLANATIONS

被引:17
作者
BRAUER, GA
CHANG, EC
机构
[1] UNIV WASHINGTON, GRAD SCH BUSINESS ADM, DEPT FINANCE & BUSINESS ECON, SEATTLE, WA 98195 USA
[2] UNIV MARYLAND, COLLEGE PK, MD 20742 USA
关键词
D O I
10.1093/rfs/3.2.255
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:255 / 280
页数:26
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