THE DISPOSITION TO SELL WINNERS TOO EARLY AND RIDE LOSERS TOO LONG - THEORY AND EVIDENCE

[1] BEHAVIOR OF THE RATIONAL MAN BEFORE RISK - CRITICISM OF AMERICAN SCHOOL POSTULATES AND AXIOMS [J]. ECONOMETRICA, 1953, 21 (04) : 503 - 546

[2] Blume M. E., 1978, CHANGING ROLE INDIVI

[3] TAX LOSS TRADING RULE [J]. JOURNAL OF BUSINESS, 1977, 50 (02) : 198 - 207

[4] Chew S. H., 1979, 669 U BRIT COL FAC C

[5] CHEW SH, 1983, ECONOMETRICA, V51, P1065, DOI [DOI 10.2307/1912052, 10.2307/1912052]

[6] OPTIMAL STOCK TRADING WITH PERSONAL TAXES - IMPLICATIONS FOR PRICES AND THE ABNORMAL JANUARY RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) : 65 - 89

[7] CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX [J]. ECONOMETRICA, 1983, 51 (03) : 611 - 636

[8] CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR [J]. JOURNAL OF FINANCE, 1977, 32 (01) : 165 - 175

[9] EFFECTS OF CAPITAL GAINS TAX ON SELLING AND SWITCHING OF COMMON STOCK [J]. JOURNAL OF PUBLIC ECONOMICS, 1978, 9 (01) : 17 - 36

[10] GIVOLY D, 1983, J FINANCE MAR, P171

[1] BEHAVIOR OF THE RATIONAL MAN BEFORE RISK - CRITICISM OF AMERICAN SCHOOL POSTULATES AND AXIOMS [J]. ECONOMETRICA, 1953, 21 (04) : 503 - 546

[2] Blume M. E., 1978, CHANGING ROLE INDIVI

[3] TAX LOSS TRADING RULE [J]. JOURNAL OF BUSINESS, 1977, 50 (02) : 198 - 207

[4] Chew S. H., 1979, 669 U BRIT COL FAC C

[5] CHEW SH, 1983, ECONOMETRICA, V51, P1065, DOI [DOI 10.2307/1912052, 10.2307/1912052]

[6] OPTIMAL STOCK TRADING WITH PERSONAL TAXES - IMPLICATIONS FOR PRICES AND THE ABNORMAL JANUARY RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) : 65 - 89

[7] CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX [J]. ECONOMETRICA, 1983, 51 (03) : 611 - 636

[8] CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR [J]. JOURNAL OF FINANCE, 1977, 32 (01) : 165 - 175

[9] EFFECTS OF CAPITAL GAINS TAX ON SELLING AND SWITCHING OF COMMON STOCK [J]. JOURNAL OF PUBLIC ECONOMICS, 1978, 9 (01) : 17 - 36

[10] GIVOLY D, 1983, J FINANCE MAR, P171