Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta
Year of publication: |
2013
|
---|---|
Authors: | Lei, Adrian ; Yick, Martin ; Lam, Keith |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 41.2013, 1, p. 131-147
|
Publisher: |
Springer |
Subject: | Equity beta | Tax convexity | Growth option | Default option | Contingent-claim model |
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