Arbitrage pricing, transaction costs and taxation of capital gains
- 1 September 1984
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 13 (3) , 337-351
- https://doi.org/10.1016/0304-405x(84)90003-5
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Optimal bond trading with personal taxesJournal of Financial Economics, 1984
- THE COUPON EFFECT ON YIELD TO MATURITYThe Journal of Finance, 1977
- THE TAX‐ADJUSTED YIELD CURVEThe Journal of Finance, 1975
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973