Title of article
Predicting stock price movements from past returns: the role of consistency and tax-loss selling
Author/Authors
Mark Grinblatt، نويسنده , , Tobias J. Moskowitz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
39
From page
541
To page
579
Keywords
momentum , Tax-loss trading , Market efficiency , Return autocorrelation
Journal title
Journal of Financial Economics
Serial Year
2004
Journal title
Journal of Financial Economics
Record number
257659
Link To Document