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

被引：17

作者：

BRAUER, GA

CHANG, EC

机构：

[1] UNIV WASHINGTON, GRAD SCH BUSINESS ADM, DEPT FINANCE & BUSINESS ECON, SEATTLE, WA 98195 USA

[2] UNIV MARYLAND, COLLEGE PK, MD 20742 USA

来源：

REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 02期

关键词：

D O I：

10.1093/rfs/3.2.255

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：255 / 280

页数：26

共 36 条

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