Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986-Reference-Cited by-同舟云学术

Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986

Published:1991-06 Issue:3 Volume:15 Page:501-519
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Fedenia Mark,Grammatikos Theoharry

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

1. Dividends, taxes and common stock prices, the ex-dividend day behavior of common stock prices before the income tax;Barklay;Journal of Financial Economics,1987

2. The ex-dividend day behavior of Canadian stock prices, tax changes and clientele effects;Booth;The Journal of Finance,1984

3. The cash management implications of a hedged dividend capture strategy;Brown;Financial Management,1984

4. A re-examination of the covered call option strategy for corporate cash management;Brown;Financial Management,1986

5. Capital market equilibrium with transaction costs;Constantinides;Journal of Political Economy,1986

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1. State Income Tax Changes and the Demand for Municipal Bond Funds;The Quarterly Journal of Finance;2021-06-28

2. The Ex-Dividend-Day Price Behaviour of Blue-Chip Stocks: International Evidence;SSRN Electronic Journal;2012

3. Taxation Without Replication;The Journal of Portfolio Management;2007-10-31

4. Taxation without Replication;SSRN Electronic Journal;2006

5. The Tax Impact on the Ex-Dividend Dates: Evidence from European Firms;SSRN Electronic Journal;2003