On the estimation of cost of capital and its reliability
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Publication:4610243
DOI10.1088/1469-7688/4/3/011zbMATH Open1405.91772OpenAlexW2171178879MaRDI QIDQ4610243FDOQ4610243
Authors: Wing-Keung Wong, Raymond H. Chan 
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/4/3/011
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Cites Work
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- Extension of stochastic dominance theory to random variables
- The relationship between stock markets of major developed countries and Asian emerging markets
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- Time series models in non-normal situation: symmetric innovations
- A note on convex stochastic dominance
- Robust estimation in capital asset pricing model
- Time series models with asymmetric innovations
- Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
Cited In (9)
- Estimating parameters in autoregressive models with asymmetric innovations
- Competitive advantage and the cost of equity in international shipping
- Mapping the presidential election cycle in US stock markets
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach
- Parameter estimation methods of required rate of return on stock
- A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
- Beyond CAPM: estimating the cost of equity considering idiosyncratic risks
- Estimating the Cost of Capital Implied by Market Prices and Accounting Data
- Estimating the cost of capital through time: An analysis of the sources of error
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