4
H index
1
i10 index
48
Citations
| 4 H index 1 i10 index 48 Citations RESEARCH PRODUCTION: 27 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| New Zealand Economic Papers | 4 |
| Accounting and Finance | 4 |
| Pacific Accounting Review | 3 |
| Pacific-Basin Finance Journal | 3 |
| Accounting Research Journal | 2 |
| Australian Journal of Management | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | The 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 |
| 2024 | New 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 |
| 2024 | The 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 |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Capital gains tax and the capital asset pricing model In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
| 2004 | Ground rental rates and ratchet clauses In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
| 2008 | Relationship between franking credits and the market risk premium: a comment In: Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | New Zealand finance companies and risk premiums In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Estimating the Market Risk Premium Using Data from Multiple Markets In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1998 | An Examination of Blume and Vasicek Betas. In: The Financial Review. [Citation analysis] | article | 4 |
| 2002 | Time Varying Market Leverage, the Market Risk Premium and the Cost of Capital In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
| 2004 | THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
| 1997 | Capital charging and asset revaluations: New choices in governmental financial reporting? In: The International Journal of Accounting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Betas, 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. [Full Text][Citation analysis] | article | 3 |
| 2003 | The effect of an assets market weight on its beta: implications for international markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2004 | Tax-adjusted market risk premiums in New Zealand: 1931-2002 In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 14 |
| 2011 | Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2000 | Valuation of companies and projects under differential personal taxation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2007 | Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
| 2007 | Rejoinder:Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt In: Accounting Research Journal. [Full Text][Citation analysis] | article | 0 |
| 2010 | The capitalisation rate of the Government Superannuation Fund In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | The Rental Rate on Land, Revision Frequency and Inflation In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | Optimal exit dates for members of the GSF In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | Betas and Industry Weights In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2006 | Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2010 | The risk-adjusted costs of financial distress: a comment In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Book reviews In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 1998 | Public sector cost of capital: A comparison of two models In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2000 | The valuation of GSFs defined benefit pension entitlements In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2008 | Free cash flow models, terminal values and the timing of asset replacements In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Non-parametric estimation of historical volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2004 | Revising the revisionists more on the WACC In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The Impact of Regulation on the Firms Cost of Capital In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Forward Looking Estimates of the Market Risk Premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The Impact of Regulation on the Firms Cost of Capital In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Forward Looking Estimates of the Market Risk Premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team