Predicting stock price movements from past returns: the role of consistency and tax-loss selling

A-Tier

Journal: Journal of Financial Economics

Year: 2004

Volume: 71

Issue: 3

Pages: 541-579

Authors (2)

Grinblatt, Mark (University of California-Los A...) Moskowitz, Tobias J. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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