Tax-Loss Selling and the Year-End Behavior of Dow Jones Stocks
Tax-Loss Selling and the Year-End Behavior of Dow Jones Stocks Max Gold BlackRock Alternative Advisors Seattle, WA 98101 ... the stock’s average daily volume over the preceding 12 months: Y it= V it V ij ... each Dow stock on the first and last trading days in December. A difference-in-means t test was ................
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