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A simple model of the taxable and tax-exempt yield curves
Green, Richard C. - In: The review of financial studies 6 (1993) 2, pp. 233-264
Persistent link: https://www.econbiz.de/10001149988
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Ex-day behavior with dividend preference and limitations to short-term arbitrage : the case of Swedish lottery bonds
Green, Richard C.; Rydqvist, Kristian - In: Journal of financial economics 53 (1999) 2, pp. 145-187
Persistent link: https://www.econbiz.de/10001387827
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Tax arbitrage and the existence of equilibrium prices for financial assets
Dammon, Robert Mark - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1143-1166
Persistent link: https://www.econbiz.de/10001055481
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Portfolio tax trading with carryover losses
Ehling, Paul; Gallmeyer, Michael F.; Srivastava, Sanjay; … - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4156-4176
Persistent link: https://www.econbiz.de/10011921497
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Tax arbitrage and the existence of equilibrium prices for financial assets
Dammon, Robert M. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1143-1146
Persistent link: https://www.econbiz.de/10003521485