Taxes and the Pricing of Stock Index Futures

The relation between forward prices and futures prices

1981 • 770 citations

Capital Market Equilibrium with Personal Tax

1983 • 509 citations

Forward contracts and futures contracts

1981 • 242 citations

A continuous time equilibrium model of forward prices and futures prices in a multigood economy

1981 • 235 citations

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

1983 • 183 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 176 citations

A comparison of futures and forward prices

1983 • 169 citations

The Efficiency of the Treasury Bill Futures Market

1979 • 136 citations

Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

1983 • 78 citations

Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market

1984 • 72 citations

The pricing of futures and forward contracts

1983 • 9 citations

Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

1983 • 5 citations