Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis

By Stilianos Fountas, Konstantinos N. Segredakis. 2002

139 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/0710bb2cac699ca0e43fb59e2631b12fcdedb10f

How researchers see this paper

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In Finance

1. W. Marquering
2. Johan Nisser
3. T. Valla

Citations in the corpus

• Disappearing anomalies: a dynamic analysis of the persistence of anomalies (2006, background): “A recent international study by Fountas and Segredakis (2002) confirms that the January effect has largely disappeared for 18 emerging markets.”