Return seasonality and tax-loss selling in the market for long-term government and corporate bonds
- 1 December 1986
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 17 (2) , 391-415
- https://doi.org/10.1016/0304-405x(86)90071-1
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- Asset returns and inflationPublished by Elsevier ,2002
- An exploratory investigation of the firm size effectJournal of Financial Economics, 1985
- Inflation and Real Interest Rates on Assets with Different Risk CharacteristicsThe Journal of Finance, 1984
- Optimal stock trading with personal taxesJournal of Financial Economics, 1984
- The Turn-of-the-Year in CanadaThe Journal of Finance, 1984
- Stock return seasonalities and the tax-loss selling hypothesisJournal of Financial Economics, 1983
- Year-End Tax-Induced Sales and Stock Market SeasonalityThe Journal of Finance, 1983
- Capital Gains Taxation and Year-End Stock Market BehaviorThe Journal of Finance, 1977
- A Tax Loss Trading RuleThe Journal of Business, 1977
- Duration and Risk Assessment for Bonds and Common StocksThe Journal of Finance, 1975