We contribute to the finance literature in two main ways. First, we present a theoretical capital asset pricing model (CAPM) to price assets in different market structures. Second, we use our model to analyze whether when markets are partially segmented using the local or the global CAPM yields significant errors in the estimation of the cost of capital for a sample of firms from developed and emerging countries
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
textabstractThis paper analyzes the cost of capital of firms with foreign equity listings. Our purpo...
We contribute to the finance literature in two main ways. First, we present a theoretical capital as...
The aim of this paper is to review the literature relating to the theoretical basis of the Capital A...
The aim of this paper is to review the literature relating to the theoretical basis of the Capital A...
The capital asset pricing model (CAPM) is an influential paradigm in financial risk management. It f...
In this paper, I try to make a synthesis of Modigliani an Miller Theory (MM) and Capital Asset Prici...
This paper reveals some surprising implications of the capital asset pricing model (CAPM) which acco...
Lintner (1965) marks the birth of asset pricing theory (resulting in a Nobel Prize for Sharpe in 199...
Although the Capital Asset Pricing Model (CAPM) has been one of the most useful and frequently used ...
This paper analyses the cost of capital of firms with foreign equity listings. Our purpose is to she...
Financial markets build regulated structures whose role is to provide market participants with conti...
General content: Current methods of estimation of cost of capital in the emerging markets are often ...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
textabstractThis paper analyzes the cost of capital of firms with foreign equity listings. Our purpo...
We contribute to the finance literature in two main ways. First, we present a theoretical capital as...
The aim of this paper is to review the literature relating to the theoretical basis of the Capital A...
The aim of this paper is to review the literature relating to the theoretical basis of the Capital A...
The capital asset pricing model (CAPM) is an influential paradigm in financial risk management. It f...
In this paper, I try to make a synthesis of Modigliani an Miller Theory (MM) and Capital Asset Prici...
This paper reveals some surprising implications of the capital asset pricing model (CAPM) which acco...
Lintner (1965) marks the birth of asset pricing theory (resulting in a Nobel Prize for Sharpe in 199...
Although the Capital Asset Pricing Model (CAPM) has been one of the most useful and frequently used ...
This paper analyses the cost of capital of firms with foreign equity listings. Our purpose is to she...
Financial markets build regulated structures whose role is to provide market participants with conti...
General content: Current methods of estimation of cost of capital in the emerging markets are often ...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
textabstractThis paper analyzes the cost of capital of firms with foreign equity listings. Our purpo...