Details about Martin Lally

Access statistics for papers by Martin Lally.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pla420

Working Papers

2005

1. Forward Looking Estimates of the Market Risk Premium
   Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation

2004

2. Revising the revisionists more on the WACC
   Competition & Regulation Times, New Zealand Institute for the Study of Competition and Regulation

2003

3. The Impact of Regulation on the Firm's Cost of Capital
   Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation

Journal Articles

2016

1. Optimal exit dates for members of the GSF
   Pacific Accounting Review, 2016, 28, (2), 201-218

2015

2. Estimating the Market Risk Premium Using Data from Multiple Markets
   The Economic Record, 2015, 91, (294), 324-337

2014

3. New Zealand finance companies and risk premiums
   Accounting and Finance, 2014, 54, (4), 1207-1229

2011

4. Optimal dividend policy, debt policy and the level of investment within a multi-period DCF framework
   Pacific-Basin Finance Journal, 2011, 19, (1), 21-40

2010

5. The capitalisation rate of the Government Superannuation Fund
   Pacific Accounting Review, 2010, 22, (3), 253-271
6. The risk-adjusted costs of financial distress: a comment
   Applied Economics Letters, 2010, 17, (16), 1611-1613

2008

7. Betas, market weights and the cost of capital: The example of Nokia and small cap stocks on the Helsinki Stock Exchange
   International Review of Financial Analysis, 2008, 17, (5), 805-819 View citations (3)
8. Free cash flow models, terminal values and the timing of asset replacements
   New Zealand Economic Papers, 2008, 42, (1), 79-102
9. Relationship between franking credits and the market risk premium: a comment
   Accounting and Finance, 2008, 48, (1), 143-151 View citations (4)

2007

10. Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt
    Accounting Research Journal, 2007, 20, (2), 73-80
11. Rejoinder:Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt
    Accounting Research Journal, 2007, 20, (2), 87-88

2006

12. Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand
    Australian Journal of Management, 2006, 31, (2), 313-331

2004

13. Betas and Industry Weights
    Australian Journal of Management, 2004, 29, (1), 109-120
14. Ground rental rates and ratchet clauses
    Accounting and Finance, 2004, 44, (2), 187-202 View citations (5)
15. Non-parametric estimation of historical volatility
    Quantitative Finance, 2004, 4, (4), 427-440 View citations (3)
16. THE FAMA‐FRENCH MODEL, LEVERAGE, AND THE MODIGLIANI‐MILLER PROPOSITIONS
    Journal of Financial Research, 2004, 27, (3), 341-349 View citations (2)
17. Tax-adjusted market risk premiums in New Zealand: 1931-2002
    Pacific-Basin Finance Journal, 2004, 12, (3), 291-310 View citations (15)

2003

18. Capital gains tax and the capital asset pricing model
    Accounting and Finance, 2003, 43, (2), 187-210 View citations (8)
19. The effect of an asset's market weight on its beta: implications for international markets
    Journal of Multinational Financial Management, 2003, 13, (2), 161-170 View citations (2)

2002

20. Time Varying Market Leverage, the Market Risk Premium and the Cost of Capital
    Journal of Business Finance & Accounting, 2002, 29, (9‐10), 1301-1318

2001

21. The Rental Rate on Land, Revision Frequency and Inflation
    Pacific Accounting Review, 2001, 13, (2), 17-34 View citations (2)

2000

22. The valuation of GSF's defined benefit pension entitlements
    New Zealand Economic Papers, 2000, 34, (2), 183-199
23. Valuation of companies and projects under differential personal taxation
    Pacific-Basin Finance Journal, 2000, 8, (1), 115-133 View citations (7)

1998

24. An Examination of Blume and Vasicek Betas
    The Financial Review, 1998, 33, (3), 183-97 View citations (4)
25. Public sector cost of capital: A comparison of two models
    New Zealand Economic Papers, 1998, 32, (2), 197-214

1997

26. Book reviews
    New Zealand Economic Papers, 1997, 31, (2), 229-248
27. Capital charging and asset revaluations: New choices in governmental financial reporting?
    The International Journal of Accounting, 1997, 32, (1), 45-62 View citations (1)