A November Effect? Revisiting the Tax-Loss-Selling Hypothesis
This study documents a November tax-loss-selling effect that has become evident following the enactment of the Tax Reform Act of 1986 and the change in tax-year-end for mutual funds. The results suggest that the tax-loss-selling hypothesis best explains the well-known January effect observed in stock returns.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Volume (Year): 28 (1999)
Issue (Month): 4 (Winter)
|Contact details of provider:|| Postal: |
Web page: http://www.fma.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fma:fmanag:bhabra99. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Courtney Connors)
If references are entirely missing, you can add them using this form.