Starks is at the McCombs School of Business, University of Texas at Austin, Yong is at the College of Business Administration, University of Texas at Arlington, and Zheng is at the Paul Merage School of Business, University of California, Irvine. The authors would like to thank Rob Stambaugh (the editor), an anonymous associate editor and an anonymous reviewer, as well as Andres Almazan, Daniel Bergstresser, David Brown, John Chalmers, David Dubofsky, Clifford Gladson, John Graham, Susan Ji, Bill Maxwell, James Poterba, Clemens Sialm, Jin Xu, and seminar participants at the University of Texas at Austin, the 2003 University of North Carolina Tax Symposium, and the 2005 American Finance Association Annual Meetings for comments and suggestions that have improved the paper.
Tax-Loss Selling and the January Effect: Evidence from Municipal Bond Closed-End Funds
Version of Record online: 11 JAN 2007
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 6, pages 3049–3067, December 2006
How to Cite
STARKS, L. T., YONG, L. and ZHENG, L. (2006), Tax-Loss Selling and the January Effect: Evidence from Municipal Bond Closed-End Funds. The Journal of Finance, 61: 3049–3067. doi: 10.1111/j.1540-6261.2006.01011.x
- Issue online: 11 JAN 2007
- Version of Record online: 11 JAN 2007
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