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Stock market reactions to legislated tax changes : evidence from the United States, Germany, and the United Kingdom
Hayo, Bernd; Mierzwa, Sascha - 2020 - This version: 18 November 2020
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
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Do municipal bond yields forecast tax policy?
Fortune, Peter - In: New England economic review (1996), pp. 29-48
Persistent link: https://www.econbiz.de/10001208327
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New evidence on the January effect before personal income taxes
Jones, Steven L. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1909-1924
Persistent link: https://www.econbiz.de/10001115506
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Dividends, taxes, and common stock prices : the ex-dividend day behavior of common stock prices before the income tax
Barclay, Michael J. - In: Journal of financial economics 1 (1987), pp. 31-44
Persistent link: https://www.econbiz.de/10001032358
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New evidence on the impact of tax-loss selling on the turn of the year effect
Brailsford, Timothy J. - In: Journal of banking & finance 17 (1993) 1, pp. 131-144
Persistent link: https://www.econbiz.de/10001140675
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The effect of dual trading on market depth in the S&P 500 futures contract
Park, Hun Y.; Sarkar, Asani - In: Research in finance 17 (1999), pp. 219-231
Persistent link: https://www.econbiz.de/10001485110
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The behavior of stock prices around institutional trades
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1147-1174
Persistent link: https://www.econbiz.de/10001191737
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The role of stock index arbitrage in the stock market crash of 1987 and other major price-change trading days
Curcio, Richard J. - In: Journal of the Midwest Finance Association 19 (1990), pp. 1-28
Persistent link: https://www.econbiz.de/10001105768
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An intraweek seasonality in the implied volatilities of T-bond and T-note options
Morse, Joel N. - In: Global finance journal 1 (1990) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10001108479
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Founding family controlled firms : efficiency and value
McConaughy, Daniel L. (contributor) - In: Review of financial economics : RFE 7 (1998) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001248700