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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:4/0  |  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:3/0  |  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 Journal article
Review of Quantitative Finance and Accounting, 2012,Volume: 41,Issue: 1,Page: 131-147
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
Favorite  |  View/Download:4/0  |  Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity  
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
Favorite  |  View/Download:0/0  |  Submit date:2019/11/27
Contingent-claims Model  Tax Convexity  Growth Option  Default Option  Investment Option