New evidence on the impact of size and taxation on the seasonality of UK equity returns

Review of Financial Economics

Volumn 8, Issue 1, 1999, Pages 11-24

  Menyah, Kojo ^a  

^a LONDON METROPOLITAN UNIVERSITY   (United Kingdom)

Author keywords

Hypothesis; Portfolio rebalancing; Seasonality; Tax loss selling

Indexed keywords

EID: 0009416902     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(99)00004-X     Document Type: Article

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