This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The Abnormal Earnings Growth Model, Two Exogenous Interest Rates, and Company Taxes

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Jennergren, L. Peter () (Dept. of Business Administration, Stockholm School of Economics)
Skogsvik, Kenth () (Dept. of Business Administration, Stockholm School of Economics)
Abstract

In the abnormal earnings growth (AEG) model of Ohlson and Juettner-Nauroth (2005), there is one interest rate and no taxes. Their model focuses on bottom-line earnings and dividends and is hence viewed as an equity-level model. We first extend this model to a firm-level model based on operating earnings and free cash flows. We then allow for two exogenous interest rates: the required rate of return on equity under all-equity financing and the borrowing rate. A firm-level model is developed where dividends are discounted at the time-varying required rate of return on equity under partial debt financing. Using this firm-level model as a stepping stone, a new equity-level model is developed with dividends discounted at the required rate of return under partial debt financing. Dividend policy irrelevance holds. Finally, the firm-level and equity-level models are extended to a situation with company taxes. Dividend policy irrelevance then no longer holds.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://swoba.hhs.se/hastba/papers/hastba2008_009.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Stockholm School of Economics in its series Working Paper Series in Business Administration with number 2008:9.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 41 pages
Date of creation: 19 Dec 2008
Date of revision: 25 Feb 2009
Handle: RePEc:hhb:hastba:2008_009

Contact details of provider:
Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, SE 113 83 Stockholm, Sweden
Phone: +46-(0)8-736 90 00
Fax: +46-(0)8-31 01 57
Email:
Web page: http://www.hhs.se/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Helena Lundin).

Related research
Keywords: Financial analysis; abnormal earnings growth model; dividend policy; discounted dividends; free cash flow;

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Richard S Ruback, 2002. "Capital Cash Flows: A Simple Approach to Valuing Risky Cash Flows," Financial Management, Financial Management Association, vol. 31(2), Summer.
  2. Robert A. Taggart & Jr., 1991. "Consistent valuation and Cost of Capital Expressions With Corporate and Personal Taxes," Financial Management, Financial Management Association, vol. 20(3), Fall.
Full references

Statistics
Access and download statistics

Did you know? Data contributors to RePEc receive monthly emails with details about downloads and abstract views of their works.

This page was last updated on 2009-12-7.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.