TITLE

An Examination of the Tax Loss Selling Behavior in a DE-Regulated Pacific Financial Market

AUTHOR(S)
Hasan, Tanweer; Raj, Mahendra
PUB. DATE
June 2001
SOURCE
American Business Review;Jun2001, Vol. 19 Issue 2, p100
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Tests the validity of a hypothesis explaining the existence of the January effect in the stock market using stock data from New Zealand, whose tax year ends in March. Overview of the tax loss selling hypothesis; Negative returns for both the share market and the small stock indices of New Zealand; Comparison of returns for April and for the rest of the eleven months.
ACCESSION #
4738283

 

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