Essays about: "Implied Cost of Capital"

Found 5 essays containing the words Implied Cost of Capital.

  1. 1. A European CSR study about the deviation of valuation

    University essay from Umeå universitet/Företagsekonomi

    Author : Pontus Persson; Tatiana Dykina; [2021]
    Keywords : “ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

    Abstract : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. READ MORE

  3. 2. Commodity Prices and Violence in Indonesia

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Aron Björk; Elias Lindh; [2020]
    Keywords : Violence; Commodity Prices; Labour Intensity; Capital Intensity;

    Abstract : What is the linkage between commodity prices and violence? Earlier theory proposes two potential dimensions of the relation. First, through heightening the opportunity cost of crime and conflict, hikes in wages lower violence - the opportunity cost effect. READ MORE

  4. 3. The impact of ESG score on firm's cost of capital and riskiness

    University essay from

    Author : William Berntsson; [2019-07-05]
    Keywords : ;

    Abstract : This paper investigates the relationship between a firm´s Thomson Reuters ESG score and its weighted average cost of capital & implied credit default swap spread. The research is conducted on the Swedish stock exchanges and uses all available firms with an available ESG score. The effect is measured from 2017 to 2019. READ MORE

  5. 4. Can we replace CAPM and the Three-Factor model with Implied Cost of Capital?

    University essay from Företagsekonomiska institutionen

    Author : Robert Löthman; Eric Pettersson; [2014]
    Keywords : Implied Cost of Capital; CAPM; Three-Factor model; expected returns; abnormal returns;

    Abstract : Researchers criticize predominant expected return models for being imprecise and based on fundamentally flawed assumptions. This dissertation evaluates Implied Cost of Capital, CAPM and the Three-Factor model abilities to estimate returns. We study each models expected return association to realized return and test for abnormal returns. READ MORE

  6. 5. Determinants of Capital Structure and the Cost of Capital: A Time and Industry differentiated Study on Swedish Listed Firms

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Christian Svensson; Eduard Ciorogariu; [2012]
    Keywords : Capital structure determinants; weighted average cost of capital WACC ; panel regression; publicly listed firms; Sweden; Business and Economics;

    Abstract : This paper analyzes the impact of variables suggested by the trade-off theory and the pecking order theory, on publicly listed Swedish firms in a sample period of 8 years, ranging from 2003-2010. Also the relationship between leverage and weighted average cost of capital (WACC) is studied for the same set of firms and time periods. READ MORE