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Alternative measures of the Federal Reserve Banks’ cost of equity capital
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Alternative measures of the Federal Reserve Banks’ cost of equity capital (2005)Alternative measures of the Federal Reser…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…The theory and practice of corporate finance: evidence from the field (2001)The theory and practice of co…Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard (1998)Industry Practices in Credit …Full-Information Industry Betas (1998)Full-Information Industry Bet…Best Practices in Estimating the Cost of Capital: Survey and Synthesis (1998)Best Practices in Estimating …Industry costs of equity (1997)Industry costs of equityCorporate Finance, Theory and Practice. (1997)Corporate Finance, Theory and…A Full-Information Approach for Estimating Divisional Betas (1991)A Full-Information Approach f…Arbitrage Pricing Theory and Utility Stock Returns (1984)Arbitrage Pricing Theory and …THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)THE EFFECT OF THE FIRM'S CAPI…Policy implications of the Federal Reserve study of credit risk models at major US banking institutions (2000)Cyclical prudence - credit cycles in Australia (2001)Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market (2003)The capital asset pricing model: Some empirical tests (1972)On the Existence of an Optimal Capital Structure: Theory and Evidence (1984)Estimating the Cost of Equity Capital for Property-Liability Insurers (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)The cost of capital, corporation finance and the theory of investment (2008)On Persistence in Mutual Fund Performance (1997)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Impact of ESG factors on firm risk in Europe (2016)Applied Economic Forecasting (1967)The arbitrage theory of capital asset pricing (1976)An Empirical Investigation of the Arbitrage Pricing Theory (1980)Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors (1993)The Arbitrage Pricing Theory and Multifactor Models of Asset Returns (1993)Price discovery in the Hong Kong real estate market (2001)Dividend yields and expected stock returns (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Valuation: Measuring and managing the value of companies (1992)Integrating mergers and acquisitions: An international research review (2004)Cost of Capital Estimation and Capital Budgeting Practice in Australia (2007)Higher cost of finance exacerbates a climate investment trap in developing economies (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Managing with Style: The Effect of Managers on Firm Policies (2003)Law, finance, and economic growth in China (2005)The economic implications of corporate financial reporting (2005)Advertising, Research and Development, and Systematic Risk of the Firm (2006)Private equity returns and disclosure around the world (2009)Corporate foresight and its impact on firm performance: A longitudinal analysis (2018)Allocation of Capital in the Insurance Industry (2000)Capital Allocation Survey with Commentary (2004)Equity Risk Premium (2004)
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References

  • 2001The theory and practice of corporate finance: evidence from the field5,947 cited
  • 1997Industry costs of equity5,793 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,057 cited
  • 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
  • 1997Corporate Finance, Theory and Practice.555 cited
  • 1998Best Practices in Estimating the Cost of Capital: Survey and Synthesis374 cited
  • 1984Arbitrage Pricing Theory and Utility Stock Returns111 cited
  • 1998Full-Information Industry Betas71 cited
  • 1991A Full-Information Approach for Estimating Divisional Betas37 cited
  • 1998Industry Practices in Credit Risk Modeling and Internal Capital Allocations: Implications for a Models-Based Regulatory Capital Standard36 cited

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