Non-linear taxation, tax-arbitrage and equilibrium asset prices
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References listed on IDEAS
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- Chris Jones & Frank Milne, 1992. "Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates," Mathematical Finance, Wiley Blackwell, vol. 2(3), pages 189-196.
- Basak, Suleyman & Cuoco, Domenico, 1998. "An Equilibrium Model with Restricted Stock Market Participation," Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 309-341.
- Suleyman Basak & Michael Gallmeyer, 2003.
"Capital Market Equilibrium with Differential Taxation,"
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European Finance Association, vol. 7(2), pages 121-159.
- Süleyman Basak & Mike Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers 12-98, Wharton School Rodney L. White Center for Financial Research.
- Suleyman Basak & Michael Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers 1999-E1, Carnegie Mellon University, Tepper School of Business.
- Dybvig, Philip H & Ross, Stephen A, 1986. " Tax Clienteles and Asset Pricing," Journal of Finance, American Finance Association, vol. 41(3), pages 751-762, July.
- Basak, Suleyman & Croitoru, Benjamin, 2000.
"Equilibrium Mispricing in a Capital Market with Portfolio Constraints,"
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Society for Financial Studies, vol. 13(3), pages 715-748.
- Suleyman Basak & Benjamin Croitoru, "undated". "Equilibrium Mispricing in a Capital Market with Portfolio Constraints," Rodney L. White Center for Financial Research Working Papers 17-99, Wharton School Rodney L. White Center for Financial Research.
- Paul A. Samuelson, 1964. "Tax Deductibility of Economic Depreciation to Insure Invariant Valuations," Journal of Political Economy, University of Chicago Press, vol. 72, pages 604-604.
- Ross, Stephen A, 1987. "Arbitrage and Martingales with Taxation," Journal of Political Economy, University of Chicago Press, vol. 95(2), pages 371-393, April.
- Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-636, May.
- Cox, John C. & Huang, Chi-fu, 1989. "Optimal consumption and portfolio policies when asset prices follow a diffusion process," Journal of Economic Theory, Elsevier, vol. 49(1), pages 33-83, October.
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