Capital Market Equilibrium with Differential Taxation *

DOI10.1023/A:1024597510816zbMath1043.91046MaRDI QIDQ4421488

Suleyman Basak, Michael Gallmeyer

Publication date: 28 August 2003

Published in: Review of Finance (Search for Journal in Brave)

zbMATH Keywords

stock volatilityequilibrium asset pricingtax arbitrage

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (4)

EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS ⋮ A dynamic equilibrium model of imperfectly integrated financial markets ⋮ Valuation before and after tax in the discrete time, finite state no arbitrage model ⋮ Nonlinear taxation, tax-arbitrage and equilibrium asset prices

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