Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing
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- Kenneth L. Judd, 1986. "Capital Gains Taxation by Realization in Dynamic General Equilibrium," Discussion Papers 681, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Marco Realdon, 2013. "Participation exemption and tax arbitrage: Italy’s case," European Journal of Law and Economics, Springer, vol. 36(1), pages 77-93, August.
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Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532,
Elsevier.
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
- Guiso, Luigi, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Hoffmann, Steffen, 2015. "Die steueroptimale Anlegerstrategie bei Wertpapieren und die zugehörige Grenzpreisbestimmung," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 660, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
- Poterba, James M., 2002.
"Taxation, risk-taking, and household portfolio behavior,"
Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 17, pages 1109-1171,
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- James M. Poterba, 2001. "Taxation, Risk-Taking, and Household Portfolio Behavior," NBER Working Papers 8340, National Bureau of Economic Research, Inc.
- Pereira, João Pedro & Zhang, Harold H., 2010. "Stock Returns and the Volatility of Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(4), pages 1077-1110, August.
- Karen Alpert, 2009. "The effects of taxation on put‐call parity," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 445-464, September.
- Constantinides, George M., 1984.
"Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns,"
Journal of Financial Economics, Elsevier, vol. 13(1), pages 65-89, March.
- George M. Constantinides, 1983. "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns," NBER Working Papers 1176, National Bureau of Economic Research, Inc.
- Birge, John R. & Yang, Song, 2007. "A model for tax advantages of portfolios with many assets," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3269-3290, November.
- James M. Poterba, 1986.
"How Burdensome Are Capital Gains Taxes?,"
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- James M. Poterba, 1986. "How Burdensome are Capital Gains Taxes?," NBER Working Papers 1871, National Bureau of Economic Research, Inc.
- Jason West, 2012. "Convertible Bonds and Stock Liquidity," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(1), pages 1-21, March.
- Kovenock, Daniel J. & Rothschild, Michael, 1983.
"Capital gains taxation in an economy with an `Austrian sector',"
Journal of Public Economics, Elsevier, vol. 21(2), pages 215-256, July.
- Daniel J. Kovenock & Michael Rothschild, 1981. "Capital Gains Taxation in an Economy with an "Austrian Sector"," NBER Working Papers 0758, National Bureau of Economic Research, Inc.
- Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis, 2006. "Tax management strategies with multiple risky assets," Journal of Financial Economics, Elsevier, vol. 80(2), pages 243-291, May.
- Thomas Paul & Thomas Walther & André Küster-Simic, 2022. "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 203-260, June.
- Moshe Arye Milevsky & Eliezer Z. Prisman, 1997. "Tax Effects in Canadian Equity Option Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(2), pages 101-122, June.
- Abhinav Rajverma, 2024. "Impact of Ownership Structure and Dividends on Firm Risk and Market Liquidity," JRFM, MDPI, vol. 17(7), pages 1-18, June.
- Persons, John C., 1997. "Heterogeneous shareholders and signaling with share repurchases," Journal of Corporate Finance, Elsevier, vol. 3(3), pages 221-249, June.
- B. Douglas Berhheim, 1991.
"Tax Policy and the Dividend Puzzle,"
RAND Journal of Economics, The RAND Corporation, vol. 22(4), pages 455-476, Winter.
- B. Douglas Bernheim, 1990. "Tax Policy and the Dividend Puzzle," NBER Working Papers 3434, National Bureau of Economic Research, Inc.
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