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Closed-end fund premia and returns : implications for financial market equilibrium

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Book-to-market ratios as predictors of market returns

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Excess volatility and closed-end funds

Pontiff, Jeffrey - In: The American economic review 87 (1997) 1, pp. 155-169

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Investment Taxation and Portfolio Performance

Bergstresser, Daniel - 2012

Taxes have a first-order impact on portfolio returns. Most research mistakenly assumes that portfolios command similar tax burdens, or that tax burdens are proportional to dividend yields. Portfolio strategies differ in the pace of capital gains realization. We use the federal tax codes from...

Persistent link: https://www.econbiz.de/10013116916

Investment taxation and portfolio performance

Bergstresser, Daniel; Pontiff, Jeffrey - 2010

Persistent link: https://www.econbiz.de/10003985310

Share issuance and cross-sectional returns : international evidence

McLean, R. David; Pontiff, Jeffrey; Watanabe, Akiko - In: Journal of financial economics 94 (2009) 1, pp. 1-17

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Investment taxation and portfolio performance

Bergstresser, Daniel; Pontiff, Jeffrey - In: Journal of public economics 97 (2013) 1, pp. 245-257

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Share issuance and cross-sectional returns

Pontiff, Jeffrey; Woodgate, Artemiza - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 921-945

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Idiosyncratic return volatility, cash flows, and product market competition

Irvine, Paul J.; Pontiff, Jeffrey - In: The review of financial studies 22 (2009) 3, pp. 1149-1177

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