Tax Changes and Asset Pricing: Time-Series Evidence
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Citations
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Cited by:
- Clemens Sialm, 2009. "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, vol. 99(4), pages 1356-1383, September.
- Gene Amromin & Paul Harrison & Steven Sharpe, 2008.
"How Did the 2003 Dividend Tax Cut Affect Stock Prices?,"
Financial Management, Financial Management Association International, vol. 37(4), pages 625-646, December.
- Gene Amromin & Paul Harrison & Steven A. Sharpe, 2005. "How did the 2003 dividend tax cut affect stock prices?," Finance and Economics Discussion Series 2005-61, Board of Governors of the Federal Reserve System (U.S.).
- Gene Amromin & Paul Harrison & Steven A. Sharpe, 2006. "How did the 2003 dividend tax cut affect stock prices?," Working Paper Series WP-06-17, Federal Reserve Bank of Chicago.
- Garlappi, Lorenzo & Huang, Jennifer, 2006. "Are stocks desirable in tax-deferred accounts?," Journal of Public Economics, Elsevier, vol. 90(12), pages 2257-2283, December.
- Clemens Sialm, 2006. "Investment Taxes and Equity Returns," NBER Working Papers 12146, National Bureau of Economic Research, Inc.
- Marc Steffen Rapp & Bernhard Schwetzler, 2008. "Equilibrium Security Prices with Capital Income Taxes and an Exogenous Interest Rate," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 64(3), pages 334-351, September.
- Anthony M. Diercks & William Waller, 2017. "Taxes and the Fed : Theory and Evidence from Equities," Finance and Economics Discussion Series 2017-104, Board of Governors of the Federal Reserve System (U.S.).
- Rapp, Marc Steffen & Schwetzler, Bernhard, 2008. "Equilibrium security prices with capital income taxes and an exogenous interest rate," CEFS Working Paper Series 2008-08, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-11-19 (Finance)
- NEP-MAC-2005-11-19 (Macroeconomics)
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