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The value of dividend imputation tax credits in Australia

Cannavan, Damien; Finn, Frank J.; Gray, Stephen - In: Journal of financial economics 73 (2004) 1, pp. 167-197

Persistent link: https://www.econbiz.de/10002128578

Estimating An Implied Cost of Capital for Australian Firms

Paton, Alex - 2019

We find that a composite implied cost of capital (ICC) estimate - based on the earnings forecasts generated by cross-sectional models is highly correlated with future realised returns in both portfolio- and regression-based tests. By contrast, we find very little evidence for an association with...

Persistent link: https://www.econbiz.de/10012889422

Bias, stability, and predictive ability in the measurement of systematic risk

Gray, Stephen; Hall, Jason; Klease, Drew; McCrystal, Alan - In: Accounting research journal 22 (2009) 3, pp. 220-236

Persistent link: https://www.econbiz.de/10003923549

Relationship between franking credits and the market risk premium : a reply

Gray, Stephen; Hall, Jason - In: Accounting and finance : journal of the Accounting … 48 (2008) 1, pp. 133-142

Persistent link: https://www.econbiz.de/10003682653

Dividend drop-off estimates of the value of dividend imputation tax credits

Cannavan, Damien; Gray, Stephen - In: Pacific-Basin finance journal 46 (2017), pp. 213-226

Persistent link: https://www.econbiz.de/10011801010

Sampling error and the joint estimation of imputation credit value and cash dividend value

Cannavan, Damien; Gray, Stephen; Hall, Jason - In: Accounting and finance 63 (2023), pp. 1029-1068

Persistent link: https://www.econbiz.de/10014301853