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The Effects of Tax Reform on Real Estate: Some Empirical Results
7 references·2 citing·48 second hop
The Effects of Tax Reform on Real Estate: Some Empirical Results (1990)The Effects of Tax Reform on Real Estate:…Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis (1986)Stock Market Reaction to Regu…Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions (1985)Partially anticipated events:…AN ANALYSIS OF THE IMPACT OF REGULATORY CHANGE: THE CASE OF NATURAL GAS DEREGULATION (1985)AN ANALYSIS OF THE IMPACT OF …Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Using Financial Data to Measure Effects of Regulation (1981)Using Financial Data to Measu…Effects of the 1970 Bank Holding Company Act: Evidence from Capital Markets (1981)Effects of the 1970 Bank Hold…Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis (1980)Testing for Market Efficiency…Lodging REIT Performance and Comparison With Other Equity REIT Returns (2009)Lodging REIT Performance and …Tax Rules and the Sale and Leaseback of Corporate Real Estate (1995)Tax Rules and the Sale and Le…Fundamental methods of mathematical economics (1984)Using daily stock returns (1985)A comparison of equity carve-outs and seasoned equity offerings (1986)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)An Examination of Event Dependency and Structural Change in Security Pricing Models (1985)A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities (1986)The 1985 Ohio Thrift Crisis, the FSLIC's Solvency, and Rate Contagion for Retail CDs (1992)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Theory of Economic Regulation (1971)Regulation, Profit Variability and Beta (1999)Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry (2000)The REIT Modernization Act of 1999 (2004)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Tender offers and stockholder returns (1977)An Approach to the Regulation of Bank Holding Companies (1978)An analysis of bank risk and deposit rate ceilings (1984)Benefits of Bank Diversification: The Evidence from Shareholder Returns (1984)The effects of DIDMCA on bank stockholders' returns and risk (1988)The Information Content of Annual Earnings Announcements (1968)Bank Runs, Deposit Insurance, and Liquidity (1983)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Change in Market Assessments of Deposit-Institution Riskiness (1988)Additional evidence on the information-based contagion effects of bank failures (1996)Financial Intermediation (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)The market for corporate control (1983)An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable (1986)The Hubris Hypothesis of Corporate Takeovers (1986)Antecedents and Outcomes of Corporate Refocusing (1996)Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Common risk factors in the returns on stocks and bonds (1993)Comparative analyses of hotel REITs: examining risk‐return and performance characteristics (2012)Understanding Reliability and Validity in Qualitative Research (2015)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Rational Expectations and the Theory of Price Movements (1961)The capital asset pricing model: Some empirical tests (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Chapter 16 Inter-industry studies of structure and performance (1989)A Dead Senator Tells No Lies: Seniority and the Distribution of Federal Benefits (1990)The effects of terrorism on global capital markets (2004)
this work references cited by second hop

References

  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1981Using Financial Data to Measure Effects of Regulation608 cited
  • 1985Partially anticipated events: A model of stock price reactions with an application to corporate acquisitions302 cited
  • 1986Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis155 cited
  • 1980Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis78 cited
  • 1981Effects of the 1970 Bank Holding Company Act: Evidence from Capital Markets50 cited
  • 1985AN ANALYSIS OF THE IMPACT OF REGULATORY CHANGE: THE CASE OF NATURAL GAS DEREGULATION17 cited

Cited by

  • 2009Lodging REIT Performance and Comparison With Other Equity REIT Returns30 cited
  • 1995Tax Rules and the Sale and Leaseback of Corporate Real Estate24 cited

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