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The impact of tax changes on trading of american depository receipts

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  • Dhillon, Upinder S.
  • Ramirez, Gabriel G.

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  • Dhillon, Upinder S. & Ramirez, Gabriel G., 1995. "The impact of tax changes on trading of american depository receipts," Global Finance Journal, Elsevier, vol. 6(1), pages 65-77.
    • Handle: RePEc:eee:glofin:v:6:y:1995:i:1:p:65-77
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    References listed on IDEAS

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    1. Cohen, Kalman J. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K., 1979. "Market Makers and the Market Spread: A Review of Recent Literature," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(4), pages 813-835, November.
    2. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. Lakonishok, Josef & Smidt, Seymour, 1986. "Volume for Winners and Losers: Taxation and Other Motives for Stock Trading," Journal of Finance, American Finance Association, vol. 41(4), pages 951-974, September.
    4. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    5. Harris, Lawrence E & Gurel, Eitan, 1986. "Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures," Journal of Finance, American Finance Association, vol. 41(4), pages 815-829, September.
    6. Dyl, Edward A, 1977. "Capital Gains Taxation and Year-End Stock Market Behavior," Journal of Finance, American Finance Association, vol. 32(1), pages 165-175, March.
    7. Bolster, Paul J & Lindsey, Lawrence B & Mitrusi, Andrew W, 1989. " Tax-Induced Trading: The Effect of the 1986 Tax Reform Act on Stock Market Activity," Journal of Finance, American Finance Association, vol. 44(2), pages 327-344, June.
    8. Karpoff, Jonathan M, 1986. "A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-1087, December.
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