مرکز منطقه ای اطلاع رساني علوم و فناوري - Predicting stock price movements from past returns: the role of consistency and tax-loss selling

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 :

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 :