Tax Changes and Asset Pricing

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Robustness checks and robustness tests in applied economics (2014, unknown): “…and Lederman, 2009, Hargreaves Heap and Zizzo, 2009, Hendel, Nevo, and Ortalo-Magné, 2009, Lavy, 2009, Leaver, 2009, Makowsky and Stratmann, 2009, Mas and Moretti, 2009, Matsusaka, 2009, Miller, 2009, Oberholzer-Gee and Waldfogel, 2009, Sialm, 2009, Spilimbergo, 2009, Urquiola and Verhoogen, 2009).”
Uncertainty about Government Policy and Stock Prices (2012, background): “4Other studies, such as McGrattan and Prescott (2005), Sialm (2009), and Gomes, Michaelides, and Polkovnichenko (2009), relate stock prices to tax rates, without emphasizing tax-related uncertainty.”
Political Risk and International Valuation (2016, unknown): “This includes examining the impact of tax policies (McGrattan and Prescott, 2005; Sialm, 2009) and uncertainty regarding regulations and government policy 1 A large number of consultants promote the use of sovereign yield spreads, for example PriceWaterhouse Coopers (see Ogier et al., 2004), TAC—…”
Political Uncertainty and Risk Premia (2013, unknown): “Sialm (2006) analyzes the effect of stochastic taxes on asset prices, and finds that investors require a premium to compensate for the risk introduced by tax changes.(4) Tax uncertainty also features in Croce, Kung, Nguyen, and Schmid (2012), who explore its asset pricing implications in a productio”