Martin Lally : Citation Profile


4

H index

1

i10 index

48

Citations

RESEARCH PRODUCTION:

27

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 2
   Journals where Martin Lally has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 8 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla420
   Updated: 2026-03-28    RAS profile: 2024-03-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Lally.

Is cited by:

boyle, glenn (5)

Vehbi, Tugrul (2)

Parkyn, Oscar (2)

Guthrie, Graeme (2)

Trojanek, Radoslaw (1)

Lin, Hai (1)

cerrato, mario (1)

Skully, Michael (1)

Fenech, Jean-Pierre (1)

Vähämaa, Sami (1)

Visaltanachoti, Nuttawat (1)

Cites to:

Sharpe, William (10)

Roll, Richard (3)

masulis, ronald (3)

Constantinides, George (3)

Harvey, Campbell (3)

Perez Quiros, Gabriel (2)

Walter, Terry (2)

Frank, Murray (2)

Walker, Scott (2)

Swidler, Steve (2)

Jagannathan, Ravi (2)

Main data


Where Martin Lally has published?


Journals with more than one article published# docs
New Zealand Economic Papers4
Accounting and Finance4
Pacific Accounting Review3
Pacific-Basin Finance Journal3
Accounting Research Journal2
Australian Journal of Management2

Recent works citing Martin Lally (2025 and 2024)


YearTitle of citing document
2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

Full description at Econpapers || Download paper

2024New Zealand long-term equity returns and their determinants. (2024). Ma, Rui ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001148.

Full description at Econpapers || Download paper

2024The Quality of Blume and Vasicek Betas for forecasting systematic risk: Evidence from a German stock portfolio. (2024). Meyer-Bullerdiek, Frieder. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_1.

Full description at Econpapers || Download paper

Works by Martin Lally:


YearTitleTypeCited
2003Capital gains tax and the capital asset pricing model In: Accounting and Finance.
[Full Text][Citation analysis]
article5
2004Ground rental rates and ratchet clauses In: Accounting and Finance.
[Full Text][Citation analysis]
article5
2008Relationship between franking credits and the market risk premium: a comment In: Accounting and Finance.
[Full Text][Citation analysis]
article4
2014New Zealand finance companies and risk premiums In: Accounting and Finance.
[Full Text][Citation analysis]
article0
2015Estimating the Market Risk Premium Using Data from Multiple Markets In: The Economic Record.
[Full Text][Citation analysis]
article0
1998An Examination of Blume and Vasicek Betas. In: The Financial Review.
[Citation analysis]
article4
2002Time Varying Market Leverage, the Market Risk Premium and the Cost of Capital In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article1
2004THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS In: Journal of Financial Research.
[Full Text][Citation analysis]
article2
1997Capital charging and asset revaluations: New choices in governmental financial reporting? In: The International Journal of Accounting.
[Full Text][Citation analysis]
article1
2008Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange In: International Review of Financial Analysis.
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article3
2003The effect of an assets market weight on its beta: implications for international markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article0
2004Tax-adjusted market risk premiums in New Zealand: 1931-2002 In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article14
2011Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2000Valuation of companies and projects under differential personal taxation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article3
2007Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt In: Accounting Research Journal.
[Full Text][Citation analysis]
article1
2007Rejoinder:Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt In: Accounting Research Journal.
[Full Text][Citation analysis]
article0
2010The capitalisation rate of the Government Superannuation Fund In: Pacific Accounting Review.
[Full Text][Citation analysis]
article0
2001The Rental Rate on Land, Revision Frequency and Inflation In: Pacific Accounting Review.
[Full Text][Citation analysis]
article2
2016Optimal exit dates for members of the GSF In: Pacific Accounting Review.
[Full Text][Citation analysis]
article0
2004Betas and Industry Weights In: Australian Journal of Management.
[Full Text][Citation analysis]
article0
2006Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand In: Australian Journal of Management.
[Full Text][Citation analysis]
article0
2010The risk-adjusted costs of financial distress: a comment In: Applied Economics Letters.
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article0
1997Book reviews In: New Zealand Economic Papers.
[Full Text][Citation analysis]
article0
1998Public sector cost of capital: A comparison of two models In: New Zealand Economic Papers.
[Full Text][Citation analysis]
article0
2000The valuation of GSFs defined benefit pension entitlements In: New Zealand Economic Papers.
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article0
2008Free cash flow models, terminal values and the timing of asset replacements In: New Zealand Economic Papers.
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article0
2004Non-parametric estimation of historical volatility In: Quantitative Finance.
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article3
2004Revising the revisionists more on the WACC In: Competition & Regulation Times.
[Full Text][Citation analysis]
paper0
2003The Impact of Regulation on the Firms Cost of Capital In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2005Forward Looking Estimates of the Market Risk Premium In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2003The Impact of Regulation on the Firms Cost of Capital In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2005Forward Looking Estimates of the Market Risk Premium In: Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team