Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence

A-Tier

Journal: Journal of Financial Economics

Year: 1983

Volume: 12

Issue: 1

Pages: 105-127

Authors (4)

Brown, Philip (not in RePEc) Keim, Donald B. (University of Pennsylvania) Kleidon, Allan W. (not in RePEc) Marsh, Terry A. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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