Journal of Financial Markets Vol. 6 No. 1 2003

The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

Ranjan D’Mello; Stephen P. Ferris¹; Chuan-Yang Hwang²

¹ University of Missouri · ² Hong Kong University of Science and Technology

DOI

10.1016/s1386-4181(02)00023-x

Volume

6

Issue

1

Pages

73-98

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓