Tax Arbitrage with Risk and Effort Aversion -- Swedish Lottery Bonds 1970-1990
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References listed on IDEAS
- Daniel Feenberg & Jonathan Skinner, 1989. "Sources of IRA Saving," NBER Chapters,in: Tax Policy and the Economy, Volume 3, pages 25-46 National Bureau of Economic Research, Inc.
- Florentsen, Bjarne & Rydqvist, Kristian, 2002. "Ex-Day Behavior When Investors and Professional Traders Assume Reverse Roles: The Case of Danish Lottery Bonds," Journal of Financial Intermediation, Elsevier, vol. 11(2), pages 152-175, April.
- Cornelius M. Schilbred, 1973. "The Market Price of Risk," Review of Economic Studies, Oxford University Press, vol. 40(2), pages 283-292.
- Green, Richard C. & Rydqvist, Kristian, 1999. "Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds," Journal of Financial Economics, Elsevier, vol. 53(2), pages 145-187, August.
More about this item
Keywordsex-dividend day; lottery number checking; rationing; tax arbitrage; turn-of-the-year effect; underpricing;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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