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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:  Lei, Adrian C. H.;  Yick, Martin H. Y.;  Lam, Keith S. K.
Favorite  |  View/Download:5/0  |  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
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Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
The effects of tax convexity on default and investment decisions Conference paper
Proceedings of the FMA 2012 Annual Meeting, Atlanta, USA, 2012-10-17
Authors:  Keith S.K. Lam;  Adrian C.H. Lei;  Martin H.Y. Yick
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Contingent-claims Model  Tax Convexity  Growth Option  Default Option  Investment Option  
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:11/0  |  Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity