Jun He
Post
Research
Note
Data
Bergen
🌞
Mark Grinblatt
← Papers reviewed on this blog
[2004 JFE]
赢家要赢得「稳」:把过去收益拆成连续性、符号与季节
Predicting Stock Price Movements from Past Returns: The Role of Consistency and Tax-loss Selling
Jun 2026
[2004 JFE]
年底甩亏损,转身又买回:芬兰账本里那条「洗售」的暗线
Tax-loss Trading and Wash Sales
Jun 2026