Capital gains tax and individual trading: The case of Japan
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References listed on IDEAS
- Bremer, Marc & Kato, Kiyoshi, 1996. "Trading Volume for Winners and Losers on the Tokyo Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(01), pages 127-142, March.
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- Karpoff, Jonathan M, 1986. " A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-1087, December.
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- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
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KeywordsCapital gains tax Japan Stock market Individual trading;
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