Showing 1 - 6 of 6
We study the effect of tax policy on stock market returns in the United States, Germany, and the United Kingdom using GARCH models and a unique daily dataset of legislative tax changes during the period 1 December 1978 to 31 January 2018. We find that days of discretionary tax legislation during...
Persistent link: https://www.econbiz.de/10012543058
Persistent link: https://www.econbiz.de/10001640599
Persistent link: https://www.econbiz.de/10009406830
Persistent link: https://www.econbiz.de/10003738019
Persistent link: https://www.econbiz.de/10003538742
Persistent link: https://www.econbiz.de/10003222296