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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

    as
    1. Jianping Mei & Hsien-Hsing Liao (ed.), 2003. "Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4647, August.
    2. Martin Lally & Tony Van Zijl, 2003. "Capital gains tax and the capital asset pricing model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 43(2), pages 187-210, July.
    3. Lally, Martin, 2000. "Valuation of companies and projects under differential personal taxation," Pacific-Basin Finance Journal, Elsevier, vol. 8(1), pages 115-133, March.
    4. 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.
    5. 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. Boyle, Glenn & Clyne, Stefan & Roberts, Helen, 2005. "Valuing Employee Stock Options: Implications for the Implementation of NZ IFRS 2," Working Paper Series 18949, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    2. Ma, Rui & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2024. "New Zealand long-term equity returns and their determinants," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    3. Boyle, Glenn, 2005. "Risk, Expected Return and the Cost of Equity Capital," Working Paper Series 18947, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    4. 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.
    5. Martin Lally, 2006. "Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 313-331, December.
    6. 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.
    7. 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.
    8. Lally, Martin, 2011. "Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework," Pacific-Basin Finance Journal, Elsevier, vol. 19(1), pages 21-40, January.
    9. 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.
    10. repec:vuw:vuwscr:18947 is not listed on IDEAS
    11. 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.
    12. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Beta estimation in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
    13. repec:vuw:vuwscr:18949 is not listed on IDEAS
    14. Martin Lally & John Randal, 2004. "Ground rental rates and ratchet clauses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(2), pages 187-202, July.

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