ML-QuantSubscribe

SSRNAsset Pricing & Factors

Asset Prices and Tax Uncertainty

The research shows that uncertain tax policies, imperfect intergenerational risk sharing, and recursive preferences can lead to significant equity premiums, creating endogenous aggregate risk.

Featured in No. 63 on 28 Aug 2024 · 6 days after release

Released
22 Aug 2024
First featured
No. 63 · 28 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4933467

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page