Aggregate implied cost of capital, option-implied information and equity premium predictability

Finance Research Letters ◽

10.1016/j.frl.2019.101305 ◽

2020 ◽

Vol 35 ◽

pp. 101305

Author(s):

Patrick Launhardt ◽

Felix Miebs

Keyword(s):

Cost Of Capital ◽

Equity Premium ◽

Implied Cost Of Capital

Download Full-text

Aggregate Implied Cost of Capital, Option Implied Information and Equity Premium Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3405213 ◽

2019 ◽

Author(s):

Patrick Launhardt ◽

Felix Miebs

Keyword(s):

Cost Of Capital ◽

Equity Premium ◽

Implied Cost Of Capital

Download Full-text

The Role of Market Efficiency on Implied Cost of Capital Estimates - an International Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.3123866 ◽

2018 ◽

Author(s):

David Schrrder

Keyword(s):

Market Efficiency ◽

Cost Of Capital ◽

International Perspective ◽

Implied Cost Of Capital

Download Full-text

The Implied Cost of Capital: Accounting for Growth

SSRN Electronic Journal ◽

10.2139/ssrn.3470619 ◽

2019 ◽

Author(s):

Stephen H. Penman ◽

Julie Zhu ◽

Haofei Wang

Keyword(s):

Cost Of Capital ◽

Implied Cost Of Capital

Download Full-text

Speculative Stock Price and Inadequacy of the Implied Cost of Capital as a Proxy for Expected Return

SSRN Electronic Journal ◽

10.2139/ssrn.3556359 ◽

2020 ◽

Author(s):

Robert Fong

Keyword(s):

Stock Price ◽

Cost Of Capital ◽

Expected Return ◽

Implied Cost Of Capital

Download Full-text

Dividend Taxes and Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.488086 ◽

2004 ◽

Author(s):

Dan S. Dhaliwal ◽

Linda K. Krull ◽

Oliver Zhen Li ◽

William Moser

Keyword(s):

Cost Of Capital ◽

Implied Cost Of Capital ◽

Download Full-text

International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.485762 ◽

2003 ◽

Author(s):

Charles M.C. Lee ◽

David Ng ◽

B. Swaminathan

Keyword(s):

Asset Pricing ◽

Cross Section ◽

Cost Of Capital ◽

International Asset Pricing ◽

Implied Cost Of Capital ◽

Download Full-text

Implied cost of capital investment strategies: evidence from international stock markets

Annals of Finance ◽

10.1007/s10436-013-0236-3 ◽

2013 ◽

Vol 10 (2) ◽

pp. 171-195 ◽

Author(s):

Florian Esterer ◽

David Schröder

Keyword(s):

Stock Markets ◽

Capital Investment ◽

Cost Of Capital ◽

Investment Strategies ◽

International Stock Markets ◽

Implied Cost Of Capital

Download Full-text

Estimating the Equity Risk Premium Using Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.2419832 ◽

2014 ◽

Author(s):

Ruihao Ke ◽

Jing Liu

Keyword(s):

Risk Premium ◽

Cost Of Capital ◽

Equity Risk Premium ◽

Equity Risk ◽

Implied Cost Of Capital

Download Full-text

Discussion of “on the relation between expected returns and implied cost of capital”

Review of Accounting Studies ◽

10.1007/s11142-009-9097-4 ◽

2009 ◽

Vol 14 (2-3) ◽

pp. 260-268 ◽

Author(s):

Richard A. Lambert

Keyword(s):

Cost Of Capital ◽

Expected Returns ◽

Implied Cost Of Capital

Download Full-text

The role of market efficiency on implied cost of capital estimates: an international perspective

Annals of Finance ◽

10.1007/s10436-020-00374-0 ◽

2020 ◽

Vol 16 (4) ◽

pp. 463-499

Author(s):

David Schröder

Keyword(s):

Market Efficiency ◽

Cost Of Capital ◽

International Perspective ◽

Implied Cost Of Capital

Download Full-text