Watanabe, Taiji (2012) A note on CAPM betas under the carbon tax regime. Atlantic Economic Journal, 40 (2). pp. 213-214. ISSN 0197-4254
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Official URL: http://www.springerlink.com/content/k35j523307833288/fulltext.pdf
Identification Number or DOI: doi: 10.1007/s11293-012-9304-8
Abstract
This paper studies the impact of factors that are external to firms and demonstrates that CAPM betas will be unaffected by such an external factor if the factor affects the equity return uniformly across the markets as a whole.
| Item Type: | Article (Commonwealth Reporting Category C) |
|---|---|
| Additional Information: | Permanent restricted access to published version due to publisher copyright restrictions (Springer). |
| Uncontrolled Keywords: | CAPM; carbon tax; economic modelling |
| Fields of Research (FOR2008): | 15 Commerce, Management, Tourism and Services > 1502 Banking, Finance and Investment > 150201 Finance 15 Commerce, Management, Tourism and Services > 1502 Banking, Finance and Investment > 150205 Investment and Risk Management 14 Economics > 1402 Applied Economics > 140215 Public Economics-Taxation and Revenue |
| Subjects: | UNSPECIFIED |
| Socio-Economic Objective (SEO2008): | B Ecomonic Development > 91 Economic Framework > 9101 Macroeconomics > 910109 Savings and Investments B Ecomonic Development > 91 Economic Framework > 9102 Microeconomics > 910205 Industry Policy |
| ID Code: | 20771 |
| Deposited By: | |
| Deposited On: | 18 Jun 2012 13:09 |
| Last Modified: | 12 Mar 2013 14:10 |
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