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Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence

, , , and . Journal of Financial Economics, 12 (1): 105--127 (June 1983)

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Size-related anomalies and stock return seasonality : Further empirical evidence. Journal of Financial Economics, 12 (1): 13-32 (June 1983)An analysis of mutual fund design: the case of investing in small-cap stocks. Journal of Financial Economics, 51 (2): 173--194 (February 1999)Dividend yields and stock returns: Implications of abnormal January returns. Journal of Financial Economics, 14 (3): 473--489 (September 1985)Chapter 17 On the predictability of common stock returns: World-wide evidence., and . Finance, volume 9 of Handbooks in operations research and management science, Elsevier, (1995)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades, and . Journal of Financial Economics, 46 (3): 265--292 (December 1997)Predicting returns in the stock and bond markets, and . Journal of Financial Economics, 17 (2): 357--390 (December 1986)Anatomy of the trading process empirical evidence on the behavior of institutional traders,, and . Journal of Financial Economics, 37 (3): 371--398 (March 1995)Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence, , , and . Journal of Financial Economics, 12 (1): 105--127 (June 1983)Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points. Journal of Financial Economics, 25 (1): 75--97 (November 1989)