Arbitrage pricing, transaction costs and taxation of capital gainsRobert H. Litzenberger, Jacques Rolfo1984-09-01articleJournal of Financial Economics62 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 62 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1958The Cost of Capital, Corporation Finance and the Theory of Investment2008The cost of capital, corporation finance and the theory of investment1973Theory of Rational Option Pricing2005Theory of rational option pricing1976The arbitrage theory of capital asset pricing1975THE TAX‐ADJUSTED YIELD CURVE1984Optimal bond trading with personal taxesCited by1987A New Linear Programming Approach to Bond Portfolio Management1986Implicit delivery options and optimal delivery strategies for financial futures contracts2014The Muni Bond Spread: Credit, Liquidity, and Tax2007How much of the corporate bond spread is due to personal taxes?1995Corporate Debt Maturity Policy and Investor Tax-Timing Options: Theory and Evidence