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The Effect Of The 1986 Tax Law Changes On The January Performance Of Losers

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  • Edward Miller
  • John Hill
  • John Lajaunie
  • Cuddalore Sundar

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  • Edward Miller & John Hill & John Lajaunie & Cuddalore Sundar, 1991. "The Effect Of The 1986 Tax Law Changes On The January Performance Of Losers," Review of Financial Economics, John Wiley & Sons, vol. 1(1), pages 62-66, September.
    • Handle: RePEc:wly:revfec:v:1:y:1991:i:1:p:62-66
    DOI: 10.1002/j.1873-5924.1991.tb00542.x
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    References listed on IDEAS

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    1. Terry L. Zivney & Donald J. Thompson II, 1987. "Relative Stock Prices And The Firm Size Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(2), pages 99-110, June.
    2. Branch, Ben & Chang, Kyungchun, 1985. "Tax-Loss Trading, Is the Game Over or Have the Rules Changed?," The Financial Review, Eastern Finance Association, vol. 20(1), pages 55-69, February.
    3. William Kross, 1985. "The Size Effect Is Primarily A Price Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 169-179, September.
    4. De Bondt, Werner F M & Thaler, Richard, 1985. "Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    5. Shefrin, Hersh & Statman, Meir, 1985. "The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 777-790, July.
    6. Branch, Ben, 1977. "A Tax Loss Trading Rule," The Journal of Business, University of Chicago Press, vol. 50(2), pages 198-207, April.
    7. repec:bla:jfinan:v:44:y:1989:i:2:p:327-44 is not listed on IDEAS
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