Taxes and the pricing of stock index futures: Empirical results

Estimating betas from nonsynchronous data

1977 • 2,887 citations

The relation between forward prices and futures prices

1981 • 770 citations

Capital Market Equilibrium with Personal Tax

1983 • 509 citations

The Money Supply Announcements Puzzle: Review and Interpretation

1983 • 219 citations

The pricing of stock index futures

1983 • 187 citations

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

1983 • 183 citations

Taxes and the Pricing of Stock Index Futures

1983 • 180 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 176 citations

The Efficiency of the Treasury Bill Futures Market

1979 • 136 citations