Tax changes and asset pricing
Subtitle: time-series evidence
By: Clemens Sialm.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 11756.; Working paper series (National Bureau of Economic Research) -- working paper no. 11756.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 53
Subjects: Securities -- Taxation -- United States; Stocks -- Prices -- United States -- Econometric models
Notes: "November 2005."

Includes bibliographical references (p. 29-32).

Also available in PDF from the NBER world wide web site (www.nber.org).