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Firm characteristics, consumption risk, and firm-level risk exposures

Dittmar, Robert F.; Lundblad, Christian - In: Journal of financial economics 125 (2017) 2, pp. 326-343

Persistent link: https://www.econbiz.de/10011751743

Dividend change announcements, ROE, and the cost of equity capital

Dempsey, Stephen J.; Sheng, Hainan - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248421

Effects of integrated reporting on the cost of capital and analysts' forecasts errors : a study of Johannesburg Stock Exchange listed mining firms

Ngcobo, Bhekisisa N.; Sibanda, Mabutho - In: Journal of economic and financial sciences : JEF 14 (2021) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10013363204

Noise and Deficiency of the Implied Cost of Capital as an Expected Return Proxy

Cheng, Agnes; Fang, Jing - 2022

Because stock price generally deviates from the intrinsic value, stock price is a noisy indicator of the intrinsic value. As an expected return proxy, the implied cost of capital (ICC)—the internal rate of return that equates the noisy stock price to discounted expected future dividends—thus...

Persistent link: https://www.econbiz.de/10014361606

Impact of cost of capital, financial leverage, and growth rate of dividend on return on investment in Nepalese commercial banks

Aryal, Shova; Pradhan, Shyam - In: Nepalese journal of economics : a publication of … 7 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014294126

Strong vs. Stable : The Impact of ESG Ratings Momentum and Their Volatility on the Cost of Equity Capital

Berk, Ian; Guidolin, Massimo; Magnani, Monia - 2023

We test the performance of two ESG score-driven quantitative signals on a large, multi-national crosssection of European stock returns. In particular, we ask whether in the cross-section, the cost of equity capital is more strongly affected by the (upward) “slope” (identified as momentum...

Persistent link: https://www.econbiz.de/10014350000

Validating implied cost of capital with realized returns by using alternative measures of cash-flow news

Ketterer, Simeon; Dionysiou, Dionysia; Eierle, Brigitte; … - In: The British accounting review : the journal of the … 55 (2023) 6, pp. 1-24

Persistent link: https://www.econbiz.de/10014458954

Information risk, cost of equity and stock returns : evidence from Iranian firms

Abdollahi, Ahmad; Gerayli, Mehdi Safari; Pitenoei, … - In: Journal of financial reporting & accounting : JFRA 21 (2023) 2, pp. 370-383

Persistent link: https://www.econbiz.de/10014304859

Optimizing the mine production scheduling accounting for stockpiling and investment decisions under geological uncertainty

Brika, Zeyneb; Gamache, Michel; Dimitrakopoulos, Roussos - 2021

Persistent link: https://www.econbiz.de/10012800275

Fund flows inducing mispricing of risk in competitive financial markets

Stahmer, Axel - 2015

This paper studies the effect of new fund flows on investment behavior and the resulting equilibrium price of risk. The … Small Fund Industry model shows equilibria with overinvestment in unprofitable and underinvestment in profitable investment … equilibrium. New flow of funds to the asset management industry lead to inefficient investment decisions, mispricing of risk, and …

Persistent link: https://www.econbiz.de/10011389297