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Fixing Capital Gains, Symmetry, Consistency and Correctness in the Taxation of Financial Instruments

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Author Info
David Bradford ()

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Abstract

An enormous amount of effort and ingenuity has been addressed to patching holes in the income tax attributable to realization accounting. A classic instance of the problem is the headaches created by capital gains, whereby the taxpayer can choose to postpone recognition of gain and accelerate recognition of loss (a practice known as cherry picking). Nowhere are the inconsistencies that result from realization accounting more pronounced than in the taxation of financial instruments, especially "derivatives" of familiar securities. This paper sets forth the requirements for income measurement rules based on realization that are "linear" in the sense that doubling a person's transactions will double the taxable income, and adding one set of transactions to another will result in the sum of the associated income. Under present realization conventions, the tax law cannot be linear because there would then be no limit on tax arbitrage profit via variations on borrowing with deductible interest and lending tax exempt. To focus on the principles, the paper assumes transactions are costless. In that case, it is shown that to deal with the intertemporal aspect of the problem requires virtually universal imputation of taxable interest income to basis (the taxpayer's cost of an asset). To deal with the risk aspect of the problem (lock- in and cherry picking) requires simply that the effective rate of tax on gains and losses be the same (not necessarily equal to the rate on intertemporal returns). A new method is proposed that satisfies the requirements for linear income measurement. It is shown that the retroactive taxation of gain devised by Alan Auerbach is a special case of the new approach (involving a zero effective rate of tax on gains and losses). Published in: Tax Law Review 50, 1996, pp. 731-785.

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Publisher Info
Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number CESifo Working Paper No. 118.

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Date of creation: 1996
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Handle: RePEc:ces:ceswps:_118

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H24 - Public Economics - - Taxation, Subsidies, and Revenue - - - Personal Income and Other Nonbusiness Taxes and Subsidies

References listed on IDEAS
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  1. Alan J. Auerbach, 1991. "Retrospective Capital Gains Taxation," NBER Working Papers 2792, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Louis Kaplow, 1995. "Taxation and Risk Taking: A General Equilibrium Perspective," NBER Working Papers 3709, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. David Bradford, 2003. "Addressing the Transfer-Pricing Problem in an Origin-Basis X Tax," Asia-Pacific Financial Markets, Springer, vol. 10(5), pages 591-610, September. [Downloadable!] (restricted)
    Other versions:
  2. Sijbren Cnossen & Lans Bovenberg, 2000. "Fundamental Tax Reform in The Netherlands," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. Michael R. Powers & David M. Schizer & Martin Shubik, 2003. "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Cowles Foundation Discussion Papers 1413, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  4. Sinn, Hans-Werner, 1999. "Inflation and Welfare: Comment on Robert Lucas," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  5. William Gentry & David M. Schizer, 2002. "Frictions and Tax-Motivated Hedging: An Empirical Exploration of Publicly-Traded Exchangeable Securities," NBER Working Papers 9243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Roger H. Gordon & James R. Hines Jr., 2002. "International Taxation," NBER Working Papers 8854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Gordon, Roger H. & Hines, James Jr, 2002. "International taxation," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 28, pages 1935-1995 Elsevier. [Downloadable!] (restricted)
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