Tax-Induced Intertemporal Restrictions on Security Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1994.tb02457.x/fullpdf
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3. Stock returns and the term structure;Campbell;Journal of Financial Economics,1987
4. Capital market equilibrium with personal tax;Constantinides;Econometrica,1983
5. Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns;Constantinides;Journal of Financial Economics,1984
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2. Derivative financial instruments, tax aggressiveness and firm market value;Journal of Financial Economic Policy;2014-10-28
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4. Experiments with Financial Markets: Implications for Asset Pricing Theory;New Frontiers in Economics;2004-09-06
5. Tax Changes and Asset Pricing: Time-Series Evidence;SSRN Electronic Journal;2003
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