Article1987

Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis

70 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Abstract

Seha M. Tinic, Giovanni Barone-Adesi, Richard R. West, Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis, The Journal of Financial and Quantitative Analysis, Vol. 22, No. 1 (Mar., 1987), pp. 51-63

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1981The relationship between return and market value of common stocks 1983Size-related anomalies and stock return seasonality 1981Misspecification of capital asset pricing 1976Capital market seasonality: The case of stock returns 1983The anomalous stock market behavior of small firms in January 1983Stock market seasonality 1983Vas Ist Das?1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

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