lukestein’s avatarlukestein’s Twitter Archive—№ 16,880

  1. …in reply to @fetzert
    @fetzert @florianederer Oliver and I use dividends as a cross-sectional proxy for investor tax sensitivity in our tax-loss harvesting paper (sec 3B) lukeste.in/tlhvol A lot of this—and other proxies like Schulz 2016 AER—seems likely about institutional ownership rather than geography per se
    oh my god twitter doesn’t include alt text from images in their API