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

DOI10.1016/S0304-405X(03)00176-4MaRDI QIDQ5455559zbMATH OpenOpenAlexFDO

Authors Mark Grinblatt, Tobias J. Moskowitz

Publication date 3 April 2008

Published in Journal of Financial Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-405x(03)00176-4

Mathematics Subject Classification ID

Portfolio theory (91G10)

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