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RETURN SEASONALITY IN STOCKS AND THEIR UNDERLYING ASSETS - TAX-LOSS SELLING VERSUS INFORMATION EXPLANATIONS
被引:17
作者
:
BRAUER, GA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON, GRAD SCH BUSINESS ADM, DEPT FINANCE & BUSINESS ECON, SEATTLE, WA 98195 USA
BRAUER, GA
CHANG, EC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WASHINGTON, GRAD SCH BUSINESS ADM, DEPT FINANCE & BUSINESS ECON, SEATTLE, WA 98195 USA
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
来源
:
REVIEW OF FINANCIAL STUDIES
|
1990年
/ 3卷
/ 02期
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
相关论文
共 36 条
[1]
*AM I CERT PUBL AC, 1979, AUD INV CO
[2]
CLOSED-END FUNDS VERSUS MARKET-EFFICIENCY
ANDERSON, SC
论文数:
0
引用数:
0
h-index:
0
ANDERSON, SC
[J].
JOURNAL OF PORTFOLIO MANAGEMENT,
1986,
13
(01)
: 63
-
65
[3]
Arbel A., 1982, FINANCIAL REV, V17, P201, DOI [10.1111/j.1540-6288.1982.tb00504.x, DOI 10.1111/J.1540-6288.1982.TB00504.X]
[4]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[5]
DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BARRY, CB
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BROWN, SJ
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(02)
: 283
-
294
[6]
DIFFERENTIAL INFORMATION AND SECURITY MARKET EQUILIBRIUM
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
BARRY, CB
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
BROWN, SJ
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1985,
20
(04)
: 407
-
422
[7]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
[J].
JOURNAL OF FINANCE,
1977,
32
(03)
: 663
-
682
[8]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[9]
TAX LOSS TRADING RULE
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
[J].
JOURNAL OF BUSINESS,
1977,
50
(02)
: 198
-
207
[10]
OPEN-ENDING CLOSED-END FUNDS
BRAUER, GA
论文数:
0
引用数:
0
h-index:
0
BRAUER, GA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(04)
: 491
-
507
←
1
2
3
4
→
共 36 条
[1]
*AM I CERT PUBL AC, 1979, AUD INV CO
[2]
CLOSED-END FUNDS VERSUS MARKET-EFFICIENCY
ANDERSON, SC
论文数:
0
引用数:
0
h-index:
0
ANDERSON, SC
[J].
JOURNAL OF PORTFOLIO MANAGEMENT,
1986,
13
(01)
: 63
-
65
[3]
Arbel A., 1982, FINANCIAL REV, V17, P201, DOI [10.1111/j.1540-6288.1982.tb00504.x, DOI 10.1111/J.1540-6288.1982.TB00504.X]
[4]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[5]
DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BARRY, CB
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
BROWN, SJ
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(02)
: 283
-
294
[6]
DIFFERENTIAL INFORMATION AND SECURITY MARKET EQUILIBRIUM
BARRY, CB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
BARRY, CB
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520
BROWN, SJ
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1985,
20
(04)
: 407
-
422
[7]
INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS
BASU, S
论文数:
0
引用数:
0
h-index:
0
机构:
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
MCMASTER UNIV,FAC BUSINESS,HAMILTON 16,ONTARIO,CANADA
BASU, S
[J].
JOURNAL OF FINANCE,
1977,
32
(03)
: 663
-
682
[8]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[9]
TAX LOSS TRADING RULE
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
[J].
JOURNAL OF BUSINESS,
1977,
50
(02)
: 198
-
207
[10]
OPEN-ENDING CLOSED-END FUNDS
BRAUER, GA
论文数:
0
引用数:
0
h-index:
0
BRAUER, GA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(04)
: 491
-
507
←
1
2
3
4
→