RETURN SEASONALITY IN STOCKS AND THEIR UNDERLYING ASSETS - TAX-LOSS SELLING VERSUS INFORMATION EXPLANATIONS

• 成果类型: Article
• 署名作者: BRAUER, GA; CHANG, EC
• 署名单位: University of Washington; University of Washington Seattle; University System of Maryland; University of Maryland College Park
• 刊物名称: REVIEW OF FINANCIAL STUDIES
• ISSN/ISSBN: 0893-9454
• DOI: 10.1093/rfs/3.2.255
• 发表日期: 1990
• 页码: 255