Effects of a capital gains tax on asset pricing
Year of publication: |
2018
|
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Authors: | Krause, Marko Volker |
Published in: |
Business Research. - Heidelberg : Springer, ISSN 2198-2627. - Vol. 11.2018, 1, p. 115-148
|
Publisher: |
Heidelberg : Springer |
Subject: | Capital gains tax | Stochastic discount factor | Portfolio theory | Constant absolute risk aversion | Linear marginal utility |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s40685-017-0058-7 [DOI] 1018175180 [GVK] hdl:10419/177280 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Effects of a capital gains tax on asset pricing
Krause, Marko Volker, (2018)
-
Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
Hara, Chiaki, (2013)
-
Asset prices, trading volumes, and investor welfare in markets with transaction costs
Hara, Chiaki, (2012)
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De and re-levering betas with risky debt
Krause, Marko Volker, (2019)
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De and re-levering betas with risky debt
Krause, Marko Volker, (2019)
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Reconsidering the appropriate discount rate for tax shield valuation
Krause, Marko Volker, (2016)
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