SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
GLOBALIZATION OF CAPITAL MARKETS AND THE COST OF CAPITAL: THE CASE OF NESTLÉ
3 references·16 citing·52 second hopsampled
GLOBALIZATION OF CAPITAL MARKETS AND THE COST OF CAPITAL: THE CASE OF NESTLÉ (1995)GLOBALIZATION OF CAPITAL MARKETS AND THE …The Valuation of Cash Flow Forecasts: An Empirical Analysis (1995)The Valuation of Cash Flow Fo…Global financial markets and the risk premium on U.S. equity (1992)Global financial markets and …The World Price of Covariance Risk (1991)The World Price of Covariance…The event study in international business research: Opportunities, challenges, and practical solutions (2022)The event study in internatio…Does stock market liberalisation restrain corporate financialisation? (2021)Does stock market liberalisat…Size and Value Effects in the Visegrad Countries (2011)Size and Value Effects in the…On the Convergence of National Corporate Governance Systems (2006)On the Convergence of Nationa…In America's thrall: the effects of the US market and US security characteristics on Australian stock returns (2006)In America's thrall: the effe…The practice of investment valuation in emerging markets: Evidence from Argentina (2005)The practice of investment va…The Euro and Corporate Valuations (2004)The Euro and Corporate Valuat…The cost of equity of internet stocks: a downside risk approach (2004)The cost of equity of interne…Risk Sharing and Asset Prices: Evidence from a Natural Experiment (2003)Risk Sharing and Asset Prices…Ex Ante Cost of Equity Estimates of S&P 500 Firms: The Choice between Global and Domestic CAPM (2003)Ex Ante Cost of Equity Estima…Mean-Semivariance Behavior (Ii): The D-Capm (2002)Mean-Semivariance Behavior (I…Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns? (2002)Emerging Markets Instability …Stock Market Liberalizations and the Repricing of Systematic Risk (2001)Stock Market Liberalizations …A Comparison of Cost of Equity Estimates of Local and Global CAPMs (2001)A Comparison of Cost of Equit…Barriers to international investing and market segmentation: Evidence from Indian GDR market (2000)Barriers to international inv…USING DISCOUNTED CASH FLOW ANALYSIS IN AN INTERNATIONAL SETTING: A SURVEY OF ISSUES IN MODELING THE COST OF CAPITAL (1998)USING DISCOUNTED CASH FLOW AN…The Cross-Section of Expected Stock Returns (1992)Corporate Ownership Around the World (1999)The theory and practice of corporate finance: evidence from the field (2001)The Beta Dilemma in Emerging Markets (2010)Evidence of sticky costs in banks of Argentina, Brazil and Canada (2012)Capital budgeting practices in Spain (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Size, Book to Market and Momentum Effects in the Australian Stock Market (2008)The book-to-market equity ratio as a proxy for risk: evidence from Australian markets (2010)Anomalies, risk adjustment and seasonality: Australian evidence (2014)Formulation and estimation of dynamic models using panel data (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)International Momentum Strategies (1998)Ratings since the Asian Crisis (2003)The Effect of Sovereign Credit Rating Changes on Emerging Stock Markets (2005)The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price (2012)Efficient Capital Markets: II (1991)Investor Diversification and International Equity Markets (1991)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)A Simple Measure of the Intensity of Capital Controls (2001)A Simple Measure of the Intensity of Capital Controls (2001)Are Foreign Institutional Investors Good for Emerging Markets? (2003)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Risk and Predictability of International Equity Returns (1993)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Common Risk Factors in Currency Markets (2011)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Mean-Semivariance Behaviour: An Alternative Behavioural Model (2004)Interval portfolio selection models within the framework of uncertainty theory (2014)Crash Sensitivity and the Cross Section of Expected Stock Returns (2018)An Intertemporal Capital Asset Pricing Model (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)International Portfolio Flows and Security Markets (1999)Market Segmentation and the Cost of Capital in International Equity Markets (2000)The day of the week effect on stock market volatility and volume: International evidence (2003)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Principles of Corporate Finance. (1981)Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates (2000)Social Mood and Financial Economics (2005)Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital (2008)Using daily stock returns (1985)A five-factor asset pricing model (2014)Did the Indian stock market sail the Russia-Ukraine storm safely? (2023)Does fake news impact stock returns? Evidence from US and EU stock markets (2023)Online investor attention and firm restructuring performance: Insights from an event-based DEA-Tobit model (2023)Capital Account Liberalization, the Cost of Capital, and Economic Growth (2003)The Microeconomic Evidence on Capital Controls: No Free Lunch (2005)Sovereign wealth fund investment and the return-to-risk performance of target firms (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1991The World Price of Covariance Risk1,139 cited
  • 1995The Valuation of Cash Flow Forecasts: An Empirical Analysis512 cited
  • 1992Global financial markets and the risk premium on U.S. equity319 cited

Cited by

  • 2003Risk Sharing and Asset Prices: Evidence from a Natural Experiment117 cited
  • 2005The practice of investment valuation in emerging markets: Evidence from Argentina80 cited
  • 2002Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns?66 cited
  • 2022The event study in international business research: Opportunities, challenges, and practical solutions53 cited
  • 2004The cost of equity of internet stocks: a downside risk approach48 cited
  • 2001Stock Market Liberalizations and the Repricing of Systematic Risk48 cited
  • 2006In America's thrall: the effects of the US market and US security characteristics on Australian stock returns45 cited
  • 1998USING DISCOUNTED CASH FLOW ANALYSIS IN AN INTERNATIONAL SETTING: A SURVEY OF ISSUES IN MODELING THE COST OF CAPITAL42 cited
  • 2003Ex Ante Cost of Equity Estimates of S&P 500 Firms: The Choice between Global and Domestic CAPM40 cited
  • 2000Barriers to international investing and market segmentation: Evidence from Indian GDR market31 cited
  • 2001A Comparison of Cost of Equity Estimates of Local and Global CAPMs

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

28 cited
  • 2011Size and Value Effects in the Visegrad Countries27 cited
  • 2002Mean-Semivariance Behavior (Ii): The D-Capm25 cited
  • 2006On the Convergence of National Corporate Governance Systems22 cited
  • 2004The Euro and Corporate Valuations21 cited
  • 2021Does stock market liberalisation restrain corporate financialisation?19 cited