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The effects of tax convexity on default and investment decisions Journal article
APPLIED ECONOMICS, 2014,Volume: 46,Issue: 11,Page: 1267-1278
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | View/Download:15/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25
Contingent-claims Model  Investment Option  Tax Convexity  Growth Option  Default Option  
Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta Journal article
Review of Quantitative Finance and Accounting, 2013,Volume: 41,Issue: 1,Page: 131–147
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | View/Download:16/0 | TC[WOS]:0 TC[Scopus]:3 | Submit date:2019/11/25
Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Conference paper
Proceedings of the FMA 2010 Annual Meeting, New York City, USA, 2009
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
Favorite | View/Download:19/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity