Green is from Carnegie Mellon University and Ødegaard is from Norwegian School of Management. We thank Rob Bliss, Steve Brown, Robert Dammon, Wayne Ferson, Burton Hollifield, Vasant Naik, Arthur Warga, Stan Zin, and seminar participants at the 1993 European Finance Association Meetings, the 1993 Western Finance Association Meetings, Boston College, Carnegie Mellon University, Continental Bank Chicago, London Business School, Lund University, Norwegian School of Management, Queens University, and the Universities of British Columbia, Texas, and Utah for helpful discussions and comments. The guidance of the editor and two anonymous referees has been very helpful in focusing this research, as well as improving the readability of the article. We gratefully acknowledge the financial support of the Sloan Foundation and the American Iron and Steel Institute. Parts of this work were completed while Green was a Visiting Professor at the Stockholm School of Economics, and while both authors were visiting the University of British Columbia. The hospitality of both institutions is appreciated. The results presented here were previously circulated in a Working paper entitled, “Estimation of Implicit Tax Parameters from Prices of Default-Free Bonds.”
Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?
Version of Record online: 18 APR 2012
© 1997 the American Finance Association
The Journal of Finance
Volume 52, Issue 2, pages 609–633, June 1997
How to Cite
GREEN, R. C. and ØDEGAARD, B. A. (1997), Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?. The Journal of Finance, 52: 609–633. doi: 10.1111/j.1540-6261.1997.tb04815.x
- Issue online: 18 APR 2012
- Version of Record online: 18 APR 2012
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