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Taxes and the Pricing of Options

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  • Scholes, Myron

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  • Scholes, Myron, 1976. "Taxes and the Pricing of Options," Journal of Finance, American Finance Association, vol. 31(2), pages 319-332, May.
  • Handle: RePEc:bla:jfinan:v:31:y:1976:i:2:p:319-32
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    Cited by:

    1. Scholes, Myron S, 1998. "Derivatives in a Dynamic Environment," American Economic Review, American Economic Association, vol. 88(3), pages 350-370, June.
    2. 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.
    3. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
    4. Delianedis, Gordon & Geske, Robert, 2001. "The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors," University of California at Los Angeles, Anderson Graduate School of Management qt32x284q3, Anderson Graduate School of Management, UCLA.
    5. Karen Alpert, 2010. "Taxation and the Early Exercise of Call Options," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5-6), pages 715-736.
    6. Michael J. Gombola & Rodney L. Roenfeldt & Philip L. Cooley, 1978. "Spreading Strategies In Cboe Options: Evidence On Market Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 35-44, December.
    7. Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, EconWPA.
    8. Milevsky, Moshe Arye & Prisman, Eliezer Z., 1999. "Hedging and pricing with tax law uncertainty: Managing under an Arkansas Best doctrine," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 147-168.
    9. McDonald, Robert L., 2004. "The tax (dis)advantage of a firm issuing options on its own stock," Journal of Public Economics, Elsevier, vol. 88(5), pages 925-955, April.
    10. Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong, 2015. "Forecasting Prices Of Presale Houses: A Real Option Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 143-158, March.
    11. Raymond King, 1986. "Convertible Bond Valuation: An Empirical Test," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 53-69, March.

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