Can Tax-Loss Selling Explain the January Effect? A Note.

A-Tier

Journal: Journal of Finance

Year: 1987

Volume: 42

Issue: 2

Pages: 453-61

Authors (3)

Jones, Charles P (not in RePEc) Pearce, Douglas K (North Carolina State Universit...) Wilson, Jack W (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count