• No results found

The Private Income Tax Shock Premium

N/A
N/A
Protected

Academic year: 2020

Share "The Private Income Tax Shock Premium"

Copied!
13
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure  1: Impulse Response Function The figure shows the response of excess industry returns to a 1 standard deviation increase in the average
Table  3: Single-sorts  This table reports risk-adjusted excess returns from factor model regressions
Table  6: Robustness: Risk-Free Rate This table reports the relationship between the risk-free rate and private income tax shocks

References

Related documents