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Dynamic asset pricing effects and incidence of realization-based capital gains taxes

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  • Viard, Alan D.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 46 (2000)
Issue (Month): 2 (October)
Pages: 465-488

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Handle: RePEc:eee:moneco:v:46:y:2000:i:2:p:465-488

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Web page: http://www.elsevier.com/locate/inca/505566

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References

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  1. Englund, Peter, 1986. "Transaction costs, capital-gains taxes, and housing demand," Journal of Urban Economics, Elsevier, vol. 20(3), pages 274-290, November.
  2. Randall P. Mariger, 1995. "Taxes, capital gains realizations, and revenues: a critical review and some new results," Finance and Economics Discussion Series 95-31, Board of Governors of the Federal Reserve System (U.S.).
  3. Dammon, Robert M & Spatt, Chester S, 1996. "The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs," Review of Financial Studies, Society for Financial Studies, vol. 9(3), pages 921-52.
  4. Klein, Peter, 1998. "The capital gain lock-in effect with short sales constraints," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1533-1558, December.
  5. Stiglitz, Joseph E., 1983. "Some aspects of the taxation of capital gains," Journal of Public Economics, Elsevier, vol. 21(2), pages 257-294, July.
  6. Alan J. Auerbach & Leonard E. Burman & Jonathan Siegel, 1998. "Capital Gains Taxation and Tax Avoidance: New Evidence from Panel Data," NBER Working Papers 6399, National Bureau of Economic Research, Inc.
  7. Rubinstein, Mark, 1974. "An aggregation theorem for securities markets," Journal of Financial Economics, Elsevier, vol. 1(3), pages 225-244, September.
  8. Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-36, May.
  9. Chamley, Christophe & Wright, Brian D., 1987. "Fiscal incidence in an overlapping generations model with a fixed asset," Journal of Public Economics, Elsevier, vol. 32(1), pages 3-24, February.
  10. Poterba, James M., 1987. "How burdensome are capital gains taxes?: Evidence from the United States," Journal of Public Economics, Elsevier, vol. 33(2), pages 157-172, July.
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Cited by:
  1. Michael R. Pakko & William T. Gavin & Finn E. Kydland, 2004. "Monetary Policy, Taxes, and the Business Cycle," Computing in Economics and Finance 2004 32, Society for Computational Economics.
  2. Claudio Agostini & Mariel C. Siravegna, 2009. "Efectos de la Exención Tributaria a las Ganancias de Capital en el Precio de las Acciones en Chile," ILADES-Georgetown University Working Papers inv233, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  3. Niemann, Rainer & Sureth, Caren, 2009. "Investment effects of capital gains taxation under simultaneous investment and abandonment flexibility," arqus Discussion Papers in Quantitative Tax Research 77, arqus - Arbeitskreis Quantitative Steuerlehre.
  4. Jin, Li & Kothari, S.P., 2008. "Effect of personal taxes on managers' decisions to sell their stock," Journal of Accounting and Economics, Elsevier, vol. 46(1), pages 23-46, September.

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