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Volumn 20, Issue 8, 1996, Pages 1351-1363

Optimal bond trading and the tax-timing option in Canada

Author keywords

Canada; Tax timing options

Indexed keywords


EID: 0030242110     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(96)00005-2     Document Type: Article
Times cited : (6)

References (11)
  • 1
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    • Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption
    • Amoako-Adu, B., M. Rashid and M. Stebbins, 1992, Capital gains tax and equity values: Empirical test of stock price reaction to the introduction and reduction of capital gains tax exemption, Journal of Banking and Finance 16, no. 2, 275-288.
    • (1992) Journal of Banking and Finance , vol.16 , Issue.2 , pp. 275-288
    • Amoako-Adu, B.1    Rashid, M.2    Stebbins, M.3
  • 2
    • 84910864180 scopus 로고
    • The ex-dividend day behavior of Canadian stock prices: Tax changes and clientele effects
    • Booth, L.D. and D.J. Johnston, 1984, The ex-dividend day behavior of Canadian stock prices: Tax changes and clientele effects, Journal of Finance 39, no. 2, 457-476.
    • (1984) Journal of Finance , vol.39 , Issue.2 , pp. 457-476
    • Booth, L.D.1    Johnston, D.J.2
  • 3
    • 84987564425 scopus 로고
    • Interest rates fluctuations and the advantage of long-term debt financing: A note on the effect of the tax-timing option
    • Brick, I.E. and O. Palmon, 1992, Interest rates fluctuations and the advantage of long-term debt financing: A note on the effect of the tax-timing option, Financial Review 27, no. 3, 467-474.
    • (1992) Financial Review , vol.27 , Issue.3 , pp. 467-474
    • Brick, I.E.1    Palmon, O.2
  • 5
    • 84986514197 scopus 로고
    • Tax-timing options, leverage, and the choice of corporate form
    • Emery, D.R., W.G. Lewellen and D.C. Mauer, 1988, Tax-timing options, leverage, and the choice of corporate form, Journal of Financial Research 11, no. 2, 99-110.
    • (1988) Journal of Financial Research , vol.11 , Issue.2 , pp. 99-110
    • Emery, D.R.1    Lewellen, W.G.2    Mauer, D.C.3
  • 6
    • 84986522939 scopus 로고
    • Tax-timing options and the pricing of government bonds
    • Heuson, A.J. and D.J. Lasser, 1990, Tax-timing options and the pricing of government bonds, Journal of Financial Research 13, 93-103.
    • (1990) Journal of Financial Research , vol.13 , pp. 93-103
    • Heuson, A.J.1    Lasser, D.J.2
  • 7
    • 0000148371 scopus 로고
    • Tax options and the pricing of treasury bond triplets: Theory and evidence
    • Jordan, B.D. and S.D. Jordan, 1991, Tax options and the pricing of treasury bond triplets: Theory and evidence, Journal of Financial Economics 30, 135-164.
    • (1991) Journal of Financial Economics , vol.30 , pp. 135-164
    • Jordan, B.D.1    Jordan, S.D.2
  • 8
    • 0001096999 scopus 로고
    • A reexamination of option values implicit in callable treasury bonds
    • Jordan, B.D., S.D. Jordan and R.D. Jorgensen, 1995, A reexamination of option values implicit in callable treasury bonds, Journal of Financial Economics 38, no. 2, 141-162.
    • (1995) Journal of Financial Economics , vol.38 , Issue.2 , pp. 141-162
    • Jordan, B.D.1    Jordan, S.D.2    Jorgensen, R.D.3
  • 9
    • 0000131654 scopus 로고
    • Arbitrage pricing, transaction costs and taxation of capital gains
    • Litzenberger, R.H. and J. Rolfo, 1984, Arbitrage pricing, transaction costs and taxation of capital gains, Journal of Financial Economics 13, 337-351.
    • (1984) Journal of Financial Economics , vol.13 , pp. 337-351
    • Litzenberger, R.H.1    Rolfo, J.2
  • 10
    • 0000807650 scopus 로고
    • The tax adjusted yield curve
    • McCulloch, J.H., 1975, The tax adjusted yield curve, Journal of Finance 30, 811-830.
    • (1975) Journal of Finance , vol.30 , pp. 811-830
    • McCulloch, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.