The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

Journal of Financial Markets

Volumn 6, Issue 1, 2003, Pages 73-98

  D'Mello, Ranjan ^a   Ferris, Stephen P ^b   Hwang, Chuan Yang ^c  

^a WAYNE STATE UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI   (United States)

^c HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

January effect; Tax loss selling; Year end trading

Indexed keywords

EID: 0037208470     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(02)00023-X     Document Type: Article

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