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Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/362507
Description: Finance literature suggests the use of the Accounting Beta (BACC) as a proxy for the Capital Asset Pricing Model (CAPM) market beta to estimate the cost of equity capital when the stock price is not a ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/164676
Description: Estimates of the cost of equity are often sensitive to the specification of the linear factor model used in their construction. In this article, we use techniques developed for high-dimensional factor ... More
Reviewed: Reviewed
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