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Investor sentiment, beta, and the cost of equity capital

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367

Persistent link: https://www.econbiz.de/10011446188

Investor Sentiment, Beta, and the Cost of Equity Capital

Antoniou, Constantinos - 2019

The security market line (SML) accords with the capital asset pricing model (CAPM) by taking on an upward slope in pessimistic sentiment periods, but is downward sloping during optimistic periods. We hypothesize that this finding obtains because periods of optimism attract equity investment by...

Persistent link: https://www.econbiz.de/10012905600

The pricing of currency risk in Japan

Doukas, John A. - In: Journal of banking & finance 23 (1999) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001253538

Comments and perspectives on "the Capital Asset Pricing Model"

Subrahmanyam, Avanidhar - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 79-81

Persistent link: https://www.econbiz.de/10009713146

Covariance risk, mispricing, and the cross section of security returns

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - 2000

Persistent link: https://www.econbiz.de/10001462158

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Brennan, Michael J. - In: Journal of financial economics 49 (1998) 3, pp. 345-373

Persistent link: https://www.econbiz.de/10001246743

Covariance risk, mispricing, and the cross section of security returns

Daniel, Kent (contributor); Hirshleifer, David (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001522681

Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data

Goyal, Amit; Subrahmanyam, Avanidhar; Swaminathan, Bhaskaran - In: Review of financial economics : RFE 41 (2023) 4, pp. 364-391

Persistent link: https://www.econbiz.de/10014431274

Cross-sectional determinants of expected returns

Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: The legacy of Fischer Black, (pp. 161-186). 2005

Persistent link: https://www.econbiz.de/10003404044

The term structure of credit spreads, firm fundamentals, and expected stock returns

Han, Bing; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 124 (2017) 1, pp. 147-171

Persistent link: https://www.econbiz.de/10011751418