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

DOI10.1016/S0304-405X(03)00176-4zbMATH Open1131.91338OpenAlexW2079346266MaRDI QIDQ5455559FDOQ5455559

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

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Mathematics Subject Classification ID

Portfolio theory (91G10)

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