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A Beta-Free, Market-Implied Excess Return for Point-in-Time Equity Valuation | From a Reverse Dividend Discount Model to the Asset Risk Premium

https://doi.org/10.2139/ssrn.7320798

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Outgoing claims: the papers this work cites, builds on, or argues with.

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On the Relation Between Expected Returns and Implied Cost of Capital

inferredcites →https://doi.org/10.1016/0304-405x(77)90009-5openalex-snapshot

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-snapshot

The relationship between return and market value of common stocks

inferredcites →https://doi.org/10.1016/0304-405x(82)90002-2openalex-snapshot

On the exclusion of assets from tests of the two-parameter model

inferredcites →https://doi.org/10.1016/0304-405x(87)90062-6openalex-snapshot

Multivariate proxies and asset pricing relations

inferredcites →https://doi.org/10.1016/j.jfineco.2013.06.006openalex-snapshot

Predicting Market Returns Using Aggregate Implied Cost of Capital

inferredcites →https://doi.org/10.1016/j.jfineco.2015.09.001openalex-snapshot

Investment and the weighted average cost of capital

inferredcites →https://doi.org/10.1016/s0304-405x(96)00896-3openalex-snapshot

Industry costs of equity

inferredcites →https://doi.org/10.1023/a:1027378728141openalex-snapshot

Inferring the Cost of Capital Using the Ohlson–Juettner Model

inferredcites →https://doi.org/10.1086/294442openalex-snapshot

Dividend Policy, Growth, and the Valuation of Shares

inferredcites →https://doi.org/10.1093/rfs/hhp119openalex-snapshot

The Market Portfolio May Be Mean/Variance Efficient After All

inferredcites →https://doi.org/10.1093/rfs/hhs087openalex-snapshot

Measuring Equity Risk with Option-implied Correlations

inferredcites →https://doi.org/10.1093/rof/rfq029openalex-snapshot

Option-Implied Measures of Equity Risk

inferredcites →https://doi.org/10.1111/0022-1082.00324openalex-snapshot

Explaining the Rate Spread on Corporate Bonds

inferredcites →https://doi.org/10.1111/0022-1082.00384openalex-snapshot

Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

inferredcites →https://doi.org/10.1111/1475-679x.00007openalex-snapshot

Toward an Implied Cost of Capital

inferredcites →https://doi.org/10.1111/1475-679x.00042openalex-snapshot

Equity Valuation Using Multiples

inferredcites →https://doi.org/10.1111/j.1475-679x.2006.00214.xopenalex-snapshot

Taxes, Leverage, and the Cost of Equity Capital

inferredcites →https://doi.org/10.1111/j.1475-6803.1985.tb00406.xopenalex-snapshot

RISK‐ADJUSTED DISCOUNT RATES‐EXTENSIONS FROM THE AVERAGE‐RISK CASE

inferredcites →https://doi.org/10.1111/j.1540-6261.1972.tb00971.xopenalex-snapshot

THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS

inferredcites →https://doi.org/10.1111/jofi.12758openalex-snapshot

Leverage and the Cross‐Section of Equity Returns

inferredcites →https://doi.org/10.2307/1910098openalex-snapshot

Equilibrium in a Capital Asset Market

inferredcites →https://doi.org/10.2307/1924119openalex-snapshot

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

inferredcites →https://doi.org/10.2307/1927792openalex-snapshot

Dividends, Earnings, and Stock Prices

inferredcites →https://doi.org/10.2307/2330405openalex-snapshot

The Weighted Average Cost of Capital, Perfect Capital Markets, and Project Life: A Clarification

inferredcites →https://doi.org/10.2308/accr.2004.79.1.73openalex-snapshot

PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital

inferredcites →https://doi.org/10.2308/accr.2005.80.2.501openalex-snapshot

An Evaluation of Accounting-Based Measures of Expected Returns

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