Optimal stock trading with personal taxes

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Option pricing: A simplified approach

1979 • 6,128 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

Capital Market Equilibrium with Personal Tax

1983 • 509 citations

Transaction costs and the small firm effect

1983 • 461 citations

Vas Ist Das?

1983 • 433 citations

Certain Observations on Seasonal Movements in Stock Prices

1942 • 316 citations

Stock return seasonalities and the tax-loss selling hypothesis

1983 • 264 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

A Tax Loss Trading Rule

1977 • 247 citations

Capital Gains Taxation and Year-End Stock Market Behavior

1977 • 71 citations

THE LOCK-IN EFFECT OF THE CAPITAL GAINS TAX

1962 • 47 citations

Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing

1980 • 20 citations

The effect of capital gains taxation on the stock market

1973 • 6 citations