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Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta Journal article
Adrian C. H. Lei, Martin H. Y. Yick, Keith S. K. Lam. Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta[J]. Review of Quantitative Finance and Accounting, 2013, 41(1), 131–147.
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:1.9/2.1 | Submit date:2019/11/25
Equity Beta  Tax Convexity  Growth Option  Default Option  Contingent-claim Model  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Conference paper
Keith Lam, Adrian C. H. Lei, Ho Yin Yick. Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta[C], 2009.
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
Favorite | TC[Scopus]:0 | Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity