Peng‐Chia Chiu

The Chinese University of Hong Kong (CUHK)

Shatin, N.T.

Hong Kong

Hong Kong

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The Pricing of Firms with Expected Losses/Profits: The Role of January

Journal of Business Finance & Accounting, Vol. 45, Issue 5-6, pp. 544-571, 2018
Number of pages: 28 Posted: 07 May 2018
Peng‐Chia Chiu, Alexander Nekrasov and Terry J. Shevlin
The Chinese University of Hong Kong (CUHK), University of Illinois Chicago and University of California-Irvine
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Abstract:

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expected losses/profits, January effect, return predictability, tax‐loss selling