Asymmetric tax-induced trading: The effect of capital gains tax changes

Author:

Agapova Anna,Volkov Nikanor

Funder

Florida Atlantic University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. Stock volatility and trading, working paper;Agapova,2016

2. Shareholder taxes in acquisition premiums: The effect of capital gains taxation;Ayers;The Journal of Finance,2003

3. Tax-induced trading around the Taxpayer Relief Act of 1997;Ayers;The Journal of the American Taxation Association,2008

4. Of shepherds, sheep, and the cross-autocorrelations in equity returns;Badrinath;The Review of Financial Studies,1995

5. A November effect? Revisiting the tax-loss selling hypothesis;Bhabra;Financial Management,1999

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1. The effects of environmental taxation on stock returns of renewable energy producers: Evidence from Turkey;Renewable Energy;2023-05

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