ARBITRAGE PRICING, TRANSACTION COSTS AND TAXATION OF CAPITAL GAINS - A STUDY OF GOVERNMENT BONDS WITH THE SAME MATURITY DATE

被引：36

作者：

LITZENBERGER, RH

ROLFO, J

机构：

[1] STANFORD UNIV, STANFORD, CA 94305 USA

[2] WORLD BANK, WASHINGTON, DC 20433 USA

来源：

关键词：

D O I：

10.1016/0304-405X(84)90003-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：337 / 351

页数：15

共 12 条

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[2] BURMAN JP, 1973, BANK ENGLAND Q B, P315
[3] BURMAN JP, 1972, BANK ENGLAND Q B, P467
[4] CAKS J, 1977, J FINANC, V32, P103
[5] CONROY RM, 1983, TEST MARKET EFFICIEN
[6] OPTIMAL BOND TRADING WITH PERSONAL TAXES
CONSTANTINIDES, GM
INGERSOLL, JE
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (03) : 299 - 335
[7] LITZENBERGER RH, UNPUB J FINANCE
[8] TAX-ADJUSTED YIELD CURVE
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[J]. JOURNAL OF FINANCE, 1975, 30 (03) : 811 - 830
[9] THEORY OF RATIONAL OPTION PRICING
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[J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183
[10] MODIGLIANI F, 1958, AM ECON REV, V48, P261