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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

Which Measure of Aggregate Implied Cost of Capital Predicts Equity Market Returns?

Cooper, Ian A. - 2016

We investigate the relative ability of two measures of the market implied cost of capital to predict aggregate equity market returns. One is Aggregate ICC, which is a weighted average of individual firms' ICC's. The other is ICC calculated using index information (Index ICC). Index ICC predicts...

Persistent link: https://www.econbiz.de/10012991578

Predicting stock returns with implied cost of capital : a partial least squares approach

Hoang, Khoa; Cannavan, Damien; Huang, Ronghong; Peng, … - In: Journal of financial markets 53 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013271976

Essays on the implied cost of capital with applications to asset pricing and corporate finance

Bielstein, Patrick Frank Kurt - 2017

Persistent link: https://www.econbiz.de/10012795130

Predicting market returns using aggregate implied cost of capital

Li, Yan; Ng, David Tat-chee; Swaminathan, Bhaskaran - In: Journal of financial economics 110 (2013) 2, pp. 419-436

Persistent link: https://www.econbiz.de/10010208662

Shifts in ownership composition and changes in the implied cost of equity capital for dividend and non-dividend stocks following JGTRRA03

Stinson, Shane R.; Ricketts, Robert C. - In: The journal of the American Taxation Association : a … 38 (2016) 1, pp. 103-124

Persistent link: https://www.econbiz.de/10011625873

Information risk, stock returns, and the cost of capital in China

Safdar, Raheel; Chen, Yan - In: China finance review international 6 (2016) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011722598

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

Cost of equity and its attributes for banks in India

Venkateshwarlu, Masuna; Gajula, Santhosh - In: Bank parikrama : a journal of banking & finance : … 43 (2018) 1/4, pp. 61-84

Persistent link: https://www.econbiz.de/10012023855

Information risk, stock returns, and asset pricing : evidence from China

Safdar, Raheel; Chen, Yan - In: Accounting research journal 30 (2017) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10011813072

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