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The Impact of Capital Gains Taxes on Stock Price Reactions to S&P 500 Inclusion
16 references·0 citing·45 second hop
The Impact of Capital Gains Taxes on Stock Price Reactions to S&P 500 Inclusion (2000)The Impact of Capital Gains Taxes on Stoc…Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment (2000)Demand Curves for Stocks Do S…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Taxes and Business Strategy: A Planning Approach (1991)Taxes and Business Strategy: …Changes in the Standard and Poor's 500 List (1991)Changes in the Standard and P…The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500 (1987)The Effect on Stock Price of …Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect (1982)The Ex-Dividend Day Behavior …Dividends and Taxes: Some Empirical Evidence (1982)Dividends and Taxes: Some Emp…Wealth Maximization and the Cost of Capital (1979)Wealth Maximization and the C…Dividends and taxes (1978)Dividends and taxesDEBT AND TAXES* (1977)DEBT AND TAXES*Debt and Taxes (1977)Debt and TaxesMarginal Stockholder Tax Rates and the Clientele Effect (1970)Marginal Stockholder Tax Rate…The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)The Adjustment of Stock Prices to New Information (2003)Comovement (2004)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)Financial Theory and Corporate Policy. (1980)The relationship between return and market value of common stocks (1981)Anatomy of Initial Public Offerings of Common Stock (1988)Market Expectations in the Cross‐Section of Present Values (2013)Common Risk Factors in Cryptocurrency (2022)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)Job Market Signaling (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Some anomalous evidence regarding market efficiency (1978)Efficient Capital Markets: II (1991)Is Information Risk a Determinant of Asset Returns? (2002)The Investment, Financing, and Valuation of the Corporation (1963)The effect of personal taxes and dividends on capital asset prices (1979)A Theory of Dividends Based on Tax Clienteles (2000)Exchange Rates and Fundamentals (2005)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Empirical tax research in accounting (2001)Auditor choice and the cost of debt capital for newly public firms (2004)Incentives for Tax Planning and Avoidance: Evidence from the Field (2012)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)Asset pricing and the bid-ask spread (1986)Theory of Financial Decision Making. (1988)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Macroeconomics and finance: The role of the stock market (1984)Optimal Security Design (1988)The impact of capital structure on the performance of microfinance institutions (2007)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1977DEBT AND TAXES*2,896 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 1991Taxes and Business Strategy: A Planning Approach920 cited
  • 1970Marginal Stockholder Tax Rates and the Clientele Effect892 cited
  • 1978Dividends and taxes760 cited
  • 1982Dividends and Taxes: Some Empirical Evidence677 cited
  • 1977Debt and Taxes598 cited
  • 1979Wealth Maximization and the Cost of Capital453 cited
  • 1982The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect440 cited
  • 2000Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment377 cited
  • 1991Changes in the Standard and Poor's 500 List354 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures300 cited

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  • 1987The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500292 cited
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