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There are 2406 results for: content related to: Appendix 17.5: Determining the Equity Market Risk Premium—General Principles

  1. Pitfalls in Levering and Unlevering Beta and Cost of Capital Estimates in DCF Valuations

    Journal of Applied Corporate Finance

    Volume 24, Issue 3, Summer 2012, Pages: 60–74, Robert W. Holthausen and Mark E. Zmijewski

    Article first published online : 12 OCT 2012, DOI: 10.1111/j.1745-6622.2012.00390.x

  2. PRODUCT MARKET STRUCTURE, CAPITAL INTENSITY, AND SYSTEMATIC RISK: EMPIRICAL RESULTS FROM THE THEORY OF THE FIRM

    Journal of Financial Research

    Volume 10, Issue 2, Summer 1987, Pages: 161–175, Manuel L. Jose and Jerry L. Stevens

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00488.x

  3. Valuation with Market Multiples: How to Avoid Pitfalls When Identifying and Using Comparable Companies

    Journal of Applied Corporate Finance

    Volume 24, Issue 3, Summer 2012, Pages: 26–38, Robert W. Holthausen and Mark E. Zmijewski

    Article first published online : 12 OCT 2012, DOI: 10.1111/j.1745-6622.2012.00387.x

  4. How Big is the Tax Advantage to Debt?

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 841–853, ALEX KANE, ALAN J. MARCUS and ROBERT L. McDONALD

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03678.x

  5. Incorporating Competition into the APV Technique for Valuing Leveraged Transactions

    Journal of Applied Corporate Finance

    Volume 17, Issue 1, Winter 2005, Pages: 79–87, Michael C. Ehrhardt

    Article first published online : 8 APR 2005, DOI: 10.1111/j.1745-6622.2005.015_1.x

  6. International Evidence on Value Creation in Private Equity Transactions

    Journal of Applied Corporate Finance

    Volume 27, Issue 4, Fall 2015, Pages: 105–122, Benjamin Puche, Reiner Braun and Ann-Kristin Achleitner

    Article first published online : 28 JAN 2016, DOI: 10.1111/jacf.12152

  7. EMPIRICAL ESTIMATES OF EQUIVALENT RISK CLASSES AND THE EFFECT OF FINANCIAL LEVERAGE ON SYSTEMATIC RISK

    Financial Review

    Volume 16, Issue 3, September 1981, Pages: 12–29, Don M. Chance

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1981.tb01630.x

  8. Corporate debt, corporate taxes and leasing

    Managerial and Decision Economics

    Volume 11, Issue 1, 1990, Pages: 13–19, Mark E. Bayless and J. David Diltz

    Article first published online : 9 NOV 2006, DOI: 10.1002/mde.4090110103

  9. CAPITAL PROJECT ANALYSIS AND THE DEBT TRANSACTION PLAN

    Journal of Financial Research

    Volume 6, Issue 1, Spring 1983, Pages: 25–31, John R. Ezzell and James A. Miles

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1983.tb00308.x

  10. THE FINANCING AND INVESTMENT OF A LEVERED FIRM UNDER ASYMMETRIC INFORMATION

    Journal of Financial Research

    Volume 16, Issue 4, Winter 1993, Pages: 321–336, Steven Raymar

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00151.x

  11. Returns and Information Transmission Dynamics in Public and Private Real Estate Markets

    Real Estate Economics

    Volume 43, Issue 1, Spring 2015, Pages: 163–208, David C. Ling and Andy Naranjo

    Article first published online : 15 JAN 2015, DOI: 10.1111/1540-6229.12069

  12. TWO DCF APPROACHES FOR VALUING COMPANIES UNDER ALTERNATIVE FINANCING STRATEGIES (AND HOW TO CHOOSE BETWEEN THEM)

    Journal of Applied Corporate Finance

    Volume 10, Issue 1, Spring 1997, Pages: 114–122, Isik Inselbag and Howard Kaufold

    Article first published online : 8 APR 2005, DOI: 10.1111/j.1745-6622.1997.tb00132.x

  13. RISK-ADJUSTED DISCOUNT RATES-EXTENSIONS FROM THE AVERAGE-RISK CASE

    Journal of Financial Research

    Volume 8, Issue 3, Fall 1985, Pages: 237–244, Robert S. Harris and John J. Pringle

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1985.tb00406.x

  14. A NOTE ON BETA AND THE PROBABILITY OF DEFAULT

    Journal of Financial Research

    Volume 4, Issue 3, Fall 1981, Pages: 265–269, Ivan E. Brick and Meir Statman

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1981.tb00608.x

  15. Dynamic Capital Structure Choice: Theory and Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 19–40, EDWIN O. FISCHER, ROBERT HEINKEL and JOSEF ZECHNER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02402.x

  16. FINDING VALUE WHERE NONE EXISTS: PITFALLS IN USING ADJUSTED PRESENT VALUE

    Journal of Applied Corporate Finance

    Volume 15, Issue 1, Spring 2002, Pages: 95–104, Laurence Booth

    Article first published online : 11 APR 2005, DOI: 10.1111/j.1745-6622.2002.tb00344.x

  17. Valuation and Cost of Capital Formulae with Corporate and Personal Taxes: A Synthesis Using the Dempsey Discounted Dividends Model

    Journal of Business Finance & Accounting

    Volume 28, Issue 3-4, April/May 2001, Pages: 357–378, Mike Dempsey

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00377

  18. Cash Position, Credit Risk and Hedging

    Journal of International Financial Management & Accounting

    Volume 4, Issue 1, March 1992, Pages: 1–12, Glenn W. Boyle

    Article first published online : 3 APR 2007, DOI: 10.1111/j.1467-646X.1992.tb00019.x

  19. Capital Cash Flows, APV and Valuation

    European Financial Management

    Volume 13, Issue 1, January 2007, Pages: 29–48, Laurence Booth

    Article first published online : 8 JAN 2007, DOI: 10.1111/j.1468-036X.2006.00284.x

  20. ASSET CHARACTERISTICS AND CORPORATE DEBT POLICY: AN EMPIRICAL TEST

    Journal of Business Finance & Accounting

    Volume 20, Issue 1, January 1993, Pages: 83–98, Kee H. Chung

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1993.tb00251.x