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Trading and valuing depreciable assets
11 references·0 citing·36 second hop
Trading and valuing depreciable assets (1985)Trading and valuing depreciable assetsOptimal stock trading with personal taxes (1984)Optimal stock trading with pe…Optimal bond trading with personal taxes (1984)Optimal bond trading with per…Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns (1983)Optimal Stock Trading with Pe…Capital Market Equilibrium with Personal Tax (1983)Capital Market Equilibrium wi…Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing (1980)Optimal Liquidation of Assets…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Taxes and the Pricing of Options (1976)Taxes and the Pricing of Opti…TAXES AND THE PRICING OF OPTIONS (1976)TAXES AND THE PRICING OF OPTI…Portfolio selection with transactions costs (1976)Portfolio selection with tran…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Corporate Dividend Policy. (1967)Corporate Dividend Policy.An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)The Market Reaction to Stock Splits (1987)The Courage of Misguided Convictions (1999)Optimization Methods in Finance (2006)Market Incompleteness and Divergences Between Forward and Futures Interest Rates (1980)CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST (1986)Theory of rational option pricing (2005)Approximate inversion of the Black–Scholes formula using rational functions (2007)Fact and Fantasy in the Use of Options (1975)The pricing of commodity contracts (1976)Heterogeneous shareholders and signaling with share repurchases (1997)Further Evidence on the Risk-Return Relationship (2002)Market Liquidity: Asset Pricing, Risk, and Crises (2012)A Theory of the Term Structure of Interest Rates (1985)A nonlinear general equilibrium model of the term structure of interest rates (1989)Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects (1990)Tax-Motivated Trading by Individual Investors (2005)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Optimal Consumption and Investment with Capital Gains Taxes (2001)Prospect Theory and the Disposition Effect (2010)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)SOME DIRECT EVIDENCE ON THE DIVIDEND CLIENTELE PHENOMENON (1978)ON THE "TRADITIONAL" and "NEW" VIEWS OF DIVIDEND TAXATION (1991)Revisiting the dividend puzzle (2002)Periodic market closure and trading volume (1992)Participation Costs and the Sensitivity of Fund Flows to Past Performance (2007)Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Volume for Winners and Losers: Taxation and Other Motives for Stock Trading (1986)Do after-tax returns affect mutual fund inflows? (2002)The Information Content of Idiosyncratic Volatility (2009)
this work references cited by second hop

References

  • 1973Theory of Rational Option Pricing8,060 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1983Capital Market Equilibrium with Personal Tax472 cited
  • 1976Portfolio selection with transactions costs431 cited
  • 1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns409 cited
  • 1984Optimal stock trading with personal taxes308 cited
  • 1984Optimal bond trading with personal taxes265 cited
  • 1967Corporate Dividend Policy.155 cited
  • 1980Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing66 cited
  • 1976TAXES AND THE PRICING OF OPTIONS63 cited
  • 1976Taxes and the Pricing of Options58 cited

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