Does tax convexity matter for risk? : a dynamic study of tax asymmetry and equity beta
Adrian C. H. Lei; Martin H. Y. Yick; Keith S. K. Lam
| Year of publication: |
2013
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|---|---|
| Authors: | Lei, Adrian C. H. ; Yick, Ho Yin ; Lam, Keith S. K. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 41.2013, 1, p. 131-147
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| Subject: | Equity beta | Tax convexity | Growth option | Default option | Contingent-claim model | Theorie | Theory | Betafaktor | Beta risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009775636