Discussion of “Evaluating cross-sectional forecasting models for implied cost of capital”
Author
Abstract
Suggested Citation
DOI: 10.1007/s11142-014-9288-5
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Kevin K. Li & Partha Mohanram, 2014. "Evaluating cross-sectional forecasting models for implied cost of capital," Review of Accounting Studies, Springer, vol. 19(3), pages 1152-1185, September.
- Peter Easton, 2006. "Use of Forecasts of Earnings to Estimate and Compare Cost of Capital Across Regimes," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3-4), pages 374-394.
- Partha Mohanram & Dan Gode, 2013. "Removing predictable analyst forecast errors to improve implied cost of equity estimates," Review of Accounting Studies, Springer, vol. 18(2), pages 443-478, June.
- Peter Easton, 2006. "Use of Forecasts of Earnings to Estimate and Compare Cost of Capital Across Regimes," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3‐4), pages 374-394, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Michalis Makrominas, 2015. "The impact of analyst-investor disagreement on the cross-section of implied cost of capital," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 224-244, May.
- Gyorgy CSEBFALVI, 2012. "International Accounting Standardisation Effects on Business Management during the Global Financial Crisis," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 13(1), pages 158-166, March.
- Stephannie Larocque, 2013. "Analysts’ earnings forecast errors and cost of equity capital estimates," Review of Accounting Studies, Springer, vol. 18(1), pages 135-166, March.
- Tristan Fitzgerald & Stephen Gray & Jason Hall & Ravi Jeyaraj, 2013. "Unconstrained estimates of the equity risk premium," Review of Accounting Studies, Springer, vol. 18(2), pages 560-639, June.
- Jan A. Kempkes & Francesco Suprano & Andreas Wömpener, 2023. "An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital," The Financial Review, Eastern Finance Association, vol. 58(4), pages 859-886, November.
- Susan M. Albring & María T. Cabán‐García & Jacqueline L. Reck, 2010. "The value relevance of a non‐GAAP performance metric to the capital markets," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 9(3), pages 264-284, August.
- Beke, Jeno, . "Business management by international accounting standards," Perspectives of Innovations, Economics and Business (PIEB), Prague Development Center (PRADEC), vol. 6(3), pages 1-4.
- Norio Kitagawa & Hyonok Kim & Masatoshi Goto, 2011. "The effect of non-financial risk information on the evaluation of implied cost of capitals," Discussion Papers 2011-07, Kobe University, Graduate School of Business Administration, revised Feb 2011.
- David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.
- Wu, Jin (Ginger) & Zhang, Lu, 2010.
"Does Risk Explain Anomalies? Evidence from Expected Return Estimates,"
Working Paper Series
2010-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Jin Ginger Wu & Lu Zhang, 2010. "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers 15950, National Bureau of Economic Research, Inc.
- Tan Xu & Mohammad Najand & Douglas Ziegenfuss, 2006. "Intra‐Industry Effects of Earnings Restatements Due to Accounting Irregularities," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5‐6), pages 696-714, June.
- Zhihong Chen & Dan S. Dhaliwal & Hong Xie, 2010. "Regulation fair disclosure and the cost of equity capital," Review of Accounting Studies, Springer, vol. 15(1), pages 106-144, March.
- Jamie Alcock & Thomas Mollee & James Wood, 2011. "Volatile earnings growth, the price of earnings and the Value premium," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 805-815.
- Firth, Michael & Rui, Oliver M. & Wu, Wenfeng, 2011. "Cooking the books: Recipes and costs of falsified financial statements in China," Journal of Corporate Finance, Elsevier, vol. 17(2), pages 371-390, April.
- Ernstberger, Jürgen & Vogler, Oliver, 2008. "Analyzing the German accounting triad -- "Accounting Premium" for IAS/IFRS and U.S. GAAP vis-à-vis German GAAP?," The International Journal of Accounting, Elsevier, vol. 43(4), pages 339-386, December.
- Schröder, David & Esterer, Florian, 2012. "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62077, Verein für Socialpolitik / German Economic Association.
- Jeno Beke, 2010. "Business Management By International Accounting Standards," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, vol. 6(3), pages 87-90, October.
- Peter D. Easton & Gregory A. Sommers, 2007. "Effect of Analysts' Optimism on Estimates of the Expected Rate of Return Implied by Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 45(5), pages 983-1015, December.
- Norio Kitagawa & Masatoshi Gotoh, 2011. "Implied Cost of Capital over the Last 20 Years," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 71-104, December.
- Sadok El Ghoul & Omrane Guedhami & Yang Ni & Jeffrey Pittman & Samir Saadi, 2012. "Does Religion Matter to Equity Pricing?," Journal of Business Ethics, Springer, vol. 111(4), pages 491-518, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:reaccs:v:19:y:2014:i:3:d:10.1007_s11142-014-9288-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/spr/reaccs/v19y2014i3d10.1007_s11142-014-9288-5.html