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Capital Gains Taxation and Stock Market Activity: Evidence from IPOs

✍ Scribed by William A. Reese; Jr.


Book ID
108500827
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
709 KB
Volume
53
Category
Article
ISSN
0022-1082

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Commonality in trading activity and futu
✍ Hsiu-Chuan Lee; Cheng-Yi Chien; Tzu-Hsiang Liao πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 277 KB πŸ‘ 1 views

## Abstract This study examines commonality in trading activity by various types of institutional investors across futures and stock markets, and the dynamic relationship between the common factors in trading activity and the futures‐cash basis. The empirical results provide evidence of commonality