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Convertible Securities, Employee Stock Options and the Cost of Equity

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Author Info
Phillip R. Daves
Michael C. Ehrhardt
Abstract

We provide a method for calculating the cost of equity and the cost of capital in the presence of convertible securities and employee stock options. We demonstrate how this approach can be applied if a company already has issued convertible claims or if it is considering doing so for the first time. We provide several numerical examples illustrating the significance of errors in estimating the cost of capital that can result when (1) employee stock options are ignored or (2) the observable stock price is used as a proxy for the unobservable underlying asset. Copyright 2007, The Eastern Finance Association.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1540-6288.2007.00171.x
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Publisher Info
Article provided by Eastern Finance Association in its journal Financial Review.

Volume (Year): 42 (2007)
Issue (Month): 2 (05)
Pages: 267-288
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:finrev:v:42:y:2007:i:2:p:267-288

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Web page: http://www.easternfinance.org/
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