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New approach to estimating the cost of common equity capital for public utilities

  • Pauline Ahern

    ()

  • Frank Hanley

    ()

  • Richard Michelfelder

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11149-011-9160-5
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    Article provided by Springer in its journal Journal of Regulatory Economics.

    Volume (Year): 40 (2011)
    Issue (Month): 3 (December)
    Pages: 261-278

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    Handle: RePEc:kap:regeco:v:40:y:2011:i:3:p:261-278
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100298

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    1. Campbell, John, 1993. "Intertemporal Asset Pricing Without Consumption Data," Scholarly Articles 3221491, Harvard University Department of Economics.
    2. John Y. Campbell & John H. Cochrane, 1995. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," NBER Working Papers 4995, National Bureau of Economic Research, Inc.
    3. John Y. Campbell, 1985. "Stock Returns and the Term Structure," NBER Working Papers 1626, National Bureau of Economic Research, Inc.
    4. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-87, September.
    5. Michelfelder, Richard A. & Pilotte, Eugene A., 2011. "Treasury Bond risk and return, the implications for the hedging of consumption and lessons for asset pricing," Journal of Economics and Business, Elsevier, vol. 63(6), pages 582-604.
    6. Lanne, Markku & Luoto, Jani, 2007. "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper 3879, University Library of Munich, Germany.
    7. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
    8. Robert S. Harris & Felicia C. Marston & Dev R. Mishra & Thomas J. O’Brien, 2003. "Ex Ante Cost of Equity Estimates of S&P 500 Firms: The Choice Between Global and Domestic CAPM," Financial Management, Financial Management Association, vol. 32(3), Fall.
    9. Lanne, Markku & Saikkonen, Pentti, 2006. "Why is it so difficult to uncover the risk-return tradeoff in stock returns?," Economics Letters, Elsevier, vol. 92(1), pages 118-125, July.
    10. Harvey, Campbell R., 2001. "The specification of conditional expectations," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 573-637, December.
    11. Eugene A. Pilotte & Frederic P. Sterbenz, 2006. "Sharpe and Treynor Ratios on Treasury Bonds," The Journal of Business, University of Chicago Press, vol. 79(1), pages 149-180, January.
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