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Tax-adjusted market risk premiums in New Zealand: 1931-2002

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  • Lally, Martin
  • Marsden, Alastair

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  • Lally, Martin & Marsden, Alastair, 2004. "Tax-adjusted market risk premiums in New Zealand: 1931-2002," Pacific-Basin Finance Journal, Elsevier, vol. 12(3), pages 291-310, June.
  • Handle: RePEc:eee:pacfin:v:12:y:2004:i:3:p:291-310
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    References listed on IDEAS

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    1. Lally, Martin, 2000. "Valuation of companies and projects under differential personal taxation," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 115-133, March.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    3. Jianping Mei & Hsien-Hsing Liao (ed.), 2003. "Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4647, March.
    4. Ibbotson, Roger G & Sinquefield, Rex A, 1976. "Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)," The Journal of Business, University of Chicago Press, vol. 49(1), pages 11-47, January.
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    Cited by:

    1. Glenn Boyle, 2005. "Risk, expected return, and the cost of equity capital," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 181-194.
    2. Oscar Parkyn & Tugrul Vehbi, 2014. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," The Economic Record, The Economic Society of Australia, vol. 90(290), pages 345-364, September.
    3. Boyle, Glenn & Clyne, Stefan & Roberts, Helen, 2005. "Valuing Employee Stock Options: Implications for the Implementation of NZ IFRS 2," Working Paper Series 3854, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    4. Hai Lin & Daniel Quill & Henk Berkman, 2016. "Information diffusion and the predictability of New Zealand stock market returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 749-785, September.
    5. Gurdip Bakashi & Mario Cerrato & John Crosby, 2015. "Risk Sharing in International Economies and Market Incompleteness," Working Papers 2015_23, Business School - Economics, University of Glasgow.

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