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Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies

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  • Yang Chen
  • Juan Carlos Cuestas
  • Paulo José Regis

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  • Yang Chen & Juan Carlos Cuestas & Paulo José Regis, 2016. "Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 266-278, July.
  • Handle: RePEc:wly:ijfiec:v:21:y:2016:i:3:p:266-278
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    1. Brennan, Michael J. & Schwartz, Eduardo S., 1985. "On the Geometric Mean Index: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(01), pages 119-122, March.
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    3. Elton, Edwin J & Gruber, Martin J, 1974. "On the Optimality of Some Multiperiod Portfolio Selection Criteria," The Journal of Business, University of Chicago Press, vol. 47(2), pages 231-243, April.
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    5. Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007. "Volatility-induced financial growth," Quantitative Finance, Taylor & Francis Journals, pages 151-160.
    6. Gary Gorton & K. Rouwenhorst, 2005. "A Note on Erb and Harvey (2005)," Yale School of Management Working Papers amz2595, Yale School of Management, revised 01 May 2006.
    7. Jegadeesh, Narasimhan & Titman, Sheridan, 1993. " Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 48(1), pages 65-91, March.
    8. Narasimhan Jegadeesh, 2002. "Cross-Sectional and Time-Series Determinants of Momentum Returns," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 143-157, March.
    9. Jegadeesh, Narasimhan, 1990. " Evidence of Predictable Behavior of Security Returns," Journal of Finance, American Finance Association, vol. 45(3), pages 881-898, July.
    10. Luenberger, David G., 1997. "Investment Science," OUP Catalogue, Oxford University Press, number 9780195108095.
    11. Cheng, Pao L & Deets, M King, 1971. "Portfolio Returns and the Random Walk Theory," Journal of Finance, American Finance Association, vol. 26(1), pages 11-30, March.
    12. Fernholz, Robert & Shay, Brian, 1982. " Stochastic Portfolio Theory and Stock Market Equilibrium," Journal of Finance, American Finance Association, vol. 37(2), pages 615-624, May.
    13. Scott Willenbrock, 2011. "Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle," Papers 1109.1256, arXiv.org.
    14. Thomas M. Cover, 1991. "Universal Portfolios," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 1-29.
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