Global ETD Search
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Showing 1 to 1 of 1 for “"locked-in capital gain taxes"”.
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Two Essays on Momentum and Reversals in Stock Returns
This dissertation consists of two essays. In the first essay, I examine the source of momentum in stock returns. The reversal of momentum returns has been interpreted as evidence that momentum results from delayed overreaction to information. I examine momentum and reversals conditional on firms’ …