Analyzing the implied cost of capital: a study of its relationship with realized returns and firm characteristics
Spada, Giorgio (A.A. 2022/2023) Analyzing the implied cost of capital: a study of its relationship with realized returns and firm characteristics. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 40. [Master's Degree Thesis]
![[img]](http://tesi.luiss.it/style/images/fileicons/application_pdf.png) |
PDF (Full text)
Restricted to Registered users only Download (869kB) | Request a copy |
Abstract/Index
Literature review. The implied cost of capital. Findings among extant literature. Various models for the ICC estimation. Draebacks of the ICC. Relevance of the study. Data and methodology. Earmings forecasts: HVZ model. ICC estimation. Result & implications. Forecasts accuracy. ICC, returns and firm characteristics. Discussion. Why ICC is not in line with realized returns.
References
Bibliografia: pp. 37-40.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Murro, Pierluigi |
| Thesis Co-Supervisor: | Santella, Rosella |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Jun 2024 10:08 |
| Last Modified: | 27 Jun 2024 10:08 |
| URI: | https://tesi.luiss.it/id/eprint/39132 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
