Return seasonality and tax-loss selling in the market for long-term government and corporate bonds

Author:

Chang Eric C.,Pinegar J.Michael

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. The turn-of-the-year in Canada;Berges;Journal of Finance,1984

2. Duration and risk assessment for bonds and common stock;Boquist;Journal of Finance,1975

3. A tax loss trading rule;Branch;Journal of Business,1977

4. Stock return seasonalities and the ‘tax-loss selling’ hypothesis: Analysis of the arguments and Australian evidence;Brown;Journal of Financial Economics,1983

5. An exploratory investigation of the firm size effect;Chan;Journal of Financial Economics,1985

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