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The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs

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References

1983Capital Market Equilibrium with Personal Tax472 cited
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns409 cited
1984Optimal stock trading with personal taxes308 cited

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2005The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts86 cited
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2006Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?66 cited
2006Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions64 cited
2004Tax-Motivated Trading by Individual Investors59 cited
1999Asset Location in Tax-Deferred and Conventional Savings Accounts57 cited
1999Optimal trading of a security when there are taxes and transaction costs

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57 cited

2000Consumption-investment problems with transaction costs: Survey and open problems44 cited

2022Redemption in Kind and Mutual Fund Liquidity Management40 cited

2014Direct evidence of dividend tax clienteles40 cited

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