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Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies

Theodossiou, Alexandra K.; Theodossiou, Panayiotis - In: Journal of international financial markets, … 30 (2014), pp. 153-171

Persistent link: https://www.econbiz.de/10011293772

Is Beta Still Useful over a Longer-Horizon? : An Implied Cost of Capital Approach

Shi, Wenyun - 2017

-horizons. We use the future implied costs of capital as the proxy instead of future realized returns in order to link beta to …Despite the crucial role of the market factor in Fama and French's three-factor model, the market beta has failed to …. However, current evidence does not necessarily reject the explanatory power of the market beta in expected returns over longer …

Persistent link: https://www.econbiz.de/10012968577

The precision of asset beta estimates

Lesseig, Vance; Payne, Janet D. - In: International journal of managerial finance : IJMF 13 (2017) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10011699287

Significance of beta in estimating cost of capital in an emerging economy : the Nigerian evidence

Coffie, William; Chukwulobelu, Osita - In: International journal of management practice : IJMP 7 (2014) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10010479711

Regulatory changes and the cost of capital for banks

Kovner, Anna; Van Tassel, Peter - 2018

We estimate the cost of capital for the banking industry and find that while the cost of capital soared for banks in the financial crisis, after the passage of the Dodd-Frank Act, the value-weighted cost of capital for banks fell differentially more than did the cost of capital for nonbanks. The...

Persistent link: https://www.econbiz.de/10011868475

Agency costs, credit constraints and corporate investment

Hansen, Sten - 1999

. Adjustment and agency costs are included in the neoclassical theory of optimal financial and investment decisions for firms. In …The importance of credit market imperfections for investment behavior is analyzed using Swedish firm level data … order to model the possible occurrence of agency costs of debt, and credit constraints, the behavior of banks is reviewed in …

Persistent link: https://www.econbiz.de/10011583878

Kapitalkostenbestimmung, Doppelzählungsproblematik und Organisationsstruktur

Pfeiffer, Thomas; Wagner, Joachim - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 518-523

Persistent link: https://www.econbiz.de/10003767625

Capital budgeting: the role of cost allocations

Gow, Ian; Reichelstein, Stefan - In: Operations research proceedings 2006 : selected papers …, (pp. 115-121). 2007

Persistent link: https://www.econbiz.de/10003470359

Valuing investment decisions : flotation costs and capital budgeting

Gupta, Neeraj J.; Synn, Wonhi J. - In: Journal of business & economics research 8 (2010) 2, pp. 73-78

Persistent link: https://www.econbiz.de/10003961626

Capital budgeting: a tax shields' "Mirage"?

Dragotă, Victor; Ţâţu, Lucian - In: Theoretical and applied economics : GAER review 18 (2011) 3, pp. 31-40

Persistent link: https://www.econbiz.de/10009580357