Testing International Asset Pricing Models Using Implied Costs of Capital

By C. Lee, David T. Ng, Bhaskaran Swaminathan. Journal of Financial and Quantitative Analysis, 2008

182 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/571370ff524b546ef84f0e4a9a4b1de54815197e

Citations in the corpus

• Agency Costs of Free Cash Flow and the Effect of Shareholder Rights on the Implied Cost of Equity Capital (2010, unknown): “…Westerfield and Granito (1978), Kaplan and Ruback (1995), Claus and Thomas (CT) (2001), Fama and French (2002), Brav, Lehavy and Michaely (2005), Lee, Ng, and Swaminathan (2009), and Pástor, Sinha, and Swaminathan (2008) in finance and Gebhardt, Lee, and Swaminathan (GLS) (2001), Easton…”
• Predicting market returns using aggregate implied cost of capital (2013, unknown): “…and Swaminathan (2001), Gode and Mohanram (2003), Brav, Lehavy, and Michaely (2005), and Easton and Monahan (2005)), international asset pricing (Lee, Ng, and Swaminathan (2009)), default risk (Chava and Purnanandam (2010)), asset anomalies (Wu and Zhang (2011)), cross-sectional expected…”