A note on capital asset pricing and heterogeneous taxes
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference17 articles.
1. Risk, returns and values in the presence of differential taxation;Benninga;Journal of Banking and Finance,2003
2. Taxes, market valuation and corporate policy;Brennan;National Tax Journal,1970
3. Tax arbitrage and the existence of equilibrium prices for financial assets;Dammon;Journal of Finance,1987
4. Tax management strategies with multiple risky assets;Gallmeyer;Journal of Financial Economics,2006
5. Inside shareholders’ effective tax rates and dividends;Holmen;Journal of Banking and Finance,2008
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1. Is analytical tax research alive and kicking? Insights from 2000 until 2022;Journal of Business Economics;2023-06-26
2. Differential taxation and security market lines–a clarification;Review of Quantitative Finance and Accounting;2022-02-09
3. Divergent interest rates in the theory of financial markets;The Quarterly Review of Economics and Finance;2019-02
4. Effects of a capital gains tax on asset pricing;Business Research;2017-12-04
5. Are taxes sufficient for CAPM rejection?;Applied Economics Letters;2012-12
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