Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011474118
Persistent link: https://www.econbiz.de/10012203969
This paper provides a quantitative perspective on Gene Fama's influence on the scholarly community. He has more than 140,000 Google cites while the median number of citations for the Fellows of the American Finance Association is 32,792. Gene Fama has published highly-cited papers in six...
Persistent link: https://www.econbiz.de/10010483663
Persistent link: https://www.econbiz.de/10011384163
Persistent link: https://www.econbiz.de/10001988389
Persistent link: https://www.econbiz.de/10001797308
We show that the level of interest rates determines the magnitude of mispricing at the turn of the tax year, as investors face the trade-off between selling a temporarily-depressed stock this year and selling next year, but delaying tax implications by one year. Interest rates do explain the...
Persistent link: https://www.econbiz.de/10008907768
Persistent link: https://www.econbiz.de/10009259846
Persistent link: https://www.econbiz.de/10013334730