A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Intermediation.
Volume (Year): 5 (1996)
Issue (Month): 4 (October)
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Web page: http://www.elsevier.com/locate/inca/622875
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- Jiang Wang, 2002. "Trading Volume and Asset Prices," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 299-359, November.
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- Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 181-199.
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