A Reexamination of the Value of Tax Options-Reference-Cited by-同舟云学术

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A Reexamination of the Value of Tax Options

Published:1989-07 Issue:3 Volume:2 Page:341-372
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Dammon Robert M.,Dunn Kenneth B.,Spatt Chester S.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/2/3/341/5284995/020341.pdf

Reference14 articles.

1. Aitchison J. Brown J. , 1969, The Lognormal Distribution, Cambridge University Press, London.

2. Bossaerts P. Dammon R. , 1989, “A Consumption-Based Asset Pricing Model with Personal Taxes: Theory and Empirical Tests,” GSIA Working Paper, Carnegie Mellon University, August.

3. Capital Market Equilibrium with Personal Tax

4. Optimal stock trading with personal taxes

5. Optimal bond trading with personal taxes

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1. A dynamic partial equilibrium model of capital gains taxation;The Journal of Finance and Data Science;2023-11

2. The Effects of Changes in Tick Size and Tax Rates on the Tax-Timing Option and the Market Response to Stock Distributions;Journal of Accounting, Auditing & Finance;2023-10-14

3. Tax-loss harvesting under uncertainty;Journal of Banking & Finance;2022-07

4. Asymmetric tax-induced trading: The effect of capital gains tax changes;The Quarterly Review of Economics and Finance;2021-02

5. Tax-Loss Harvesting Under Uncertainty;SSRN Electronic Journal;2021

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