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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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Ex-ante performance of REIT portfolios
Birz, Gene; Devos, Erik; Dutta, Sandip; Nguyen Khoa Huu; … - In: Review of quantitative finance and accounting 59 (2022) 3, pp. 995-1018
Persistent link: https://www.econbiz.de/10013459338
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Stock price reactions to the Canadian lifetime capital gains exemption
Zeng, Tao - In: Accounting & taxation : AT 1 (2009) 1, pp. 75-85
Persistent link: https://www.econbiz.de/10003950559
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Optimal bond trading and the tax-timing option in Canada
Prisman, Eliezer Zeev - In: Journal of banking & finance 20 (1996) 8, pp. 1351-1363
Persistent link: https://www.econbiz.de/10001208912
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Dividend taxation and equity value : the Canadian tax changes of 1986
McKenzie, Kenneth J. - In: The Canadian journal of economics 28 (1995) 2, pp. 463-472
Persistent link: https://www.econbiz.de/10001190298
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New evidence on the behavior of Canadian stock prices in the days surrounding the ex-dividend day
Athanassakos, George - In: Quarterly journal of business and economics : QJBE 32 (1993) 4, pp. 26-50
Persistent link: https://www.econbiz.de/10001191497
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Capital gains tax and equity values : empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption
Amoako-Adu, Ben - In: Journal of banking & finance 16 (1992) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10001123025
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Dividend taxation and equity value : a note on the Canadian tax changes of 1986
McKenzie, Kenneth J.; Thompson, Aileen Jo - 1992
Persistent link: https://www.econbiz.de/10000848976
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Stock Price Reactions to the Canadian Lifetime Capital Gains Exemption
Zeng, Tao - 2010
This study examines abnormal stock return around the announcement of the Lifetime Capital Gains Exemption (LCGE) in the Canadian federal tax system. The revised code, adopted May 23, 1985 provided individual taxpayers with a cumulative tax exemption for capital gains, up to a lifetime limit of...
Persistent link: https://www.econbiz.de/10013147709
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Clientele effect, arbitrage and term structure estimation
Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000762939