Globalization Of Capital Markets And The Cost Of Capital: The Case Of Nestlé
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DOI: 10.1111/j.1745-6622.1995.tb00634.x
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Citations
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Cited by:
- Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020.
"Ratings matter: Announcements in times of crisis and the dynamics of stock markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019. "Ratings matter: announcements in times of crisis and the dynamics of stock markets," JRC Working Papers in Economics and Finance 2019-08, Joint Research Centre, European Commission.
- Estrada, Javier, 2007. "Mean-semivariance behavior: Downside risk and capital asset pricing," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 169-185.
- Ibhagui, Oyakhilome, 2020. "Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction," MPRA Paper 100946, University Library of Munich, Germany.
- Estrada, Javier, 2003. "Cost of equity of Internet stocks: A downside risk approach, The," IESE Research Papers D/491, IESE Business School.
- Guanais, Luiz Felipe Poli & Sanvicente, Antonio Zoratto & Sheng, Hsia Hua, 2017. "Cost of equity estimation for the Brazilian market: a test of the Goldman Sachs model," Textos para discussão 447, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Roggi, Oliviero & Giannozzi, Alessandro & Baglioni, Tommaso, 2017. "Valuing emerging markets companies: New approaches to determine the effective exposure to country risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 553-567.
- Magdalena Morgese Borys & Petr ZemÄÂik, 2011.
"Size and Value Effects in the Visegrad Countries,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
- Magdalena Morgese Borys & Petr Zemcik, 2009. "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers wp391, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Ibhagui, Oyakhilome, 2021. "Stock market and deviations from covered interest parity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Chari, Anusha & Henry, Peter B., 2002.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Research Papers
1736r, Stanford University, Graduate School of Business.
- Anusha Chari & Peter Blair Henry, 2002. "Risk Sharing and Asset Prices: Evidence From a Natural Experiment," NBER Working Papers 8988, National Bureau of Economic Research, Inc.
- Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc.
- Lorraine Eden & Stewart R. Miller & Sarfraz Khan & Robert J. Weiner & Dan Li, 2022. "The event study in international business research: Opportunities, challenges, and practical solutions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(5), pages 803-817, July.
- Jithendranathan, Thadavillil & Nirmalanandan, T. R. & Tandon, Kishore, 2000. "Barriers to international investing and market segmentation: Evidence from Indian GDR market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 399-417, July.
- Niso Abuaf, 2015. "Valuing Emerging Market Equities—A Pragmatic Approach Based on the Empirical Evidence," Journal of Applied Corporate Finance, Morgan Stanley, vol. 27(1), pages 71-88, March.
- Estrada, Javier, 2002. "Systematic risk in emerging markets: the," Emerging Markets Review, Elsevier, vol. 3(4), pages 365-379, December.
- Estrada, Javier, 2003. "Mean-semivariance behavior (II): The D-CAPM," IESE Research Papers D/493, IESE Business School.
- Fuenzalida, Darcy & Mongrut, Samuel, 2010. "Estimation Of Discount Rates In Latin America: Empirical Evidence And Challenges," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 15(28), pages 7-43.
- Anusha Chari & Peter Blair Henry, 2001.
"Stock Market Liberalizations and the Repricing of Systematic Risk,"
NBER Working Papers
8265, National Bureau of Economic Research, Inc.
- Henry, Peter B. & Chari, Anusha, 2001. "Stock Market Liberalizations and the Repricing of Systematic Risk," Research Papers 1677, Stanford University, Graduate School of Business.
- Pereiro, Luis E., 2006. "The practice of investment valuation in emerging markets: Evidence from Argentina," Journal of Multinational Financial Management, Elsevier, vol. 16(2), pages 160-183, April.
- Qianwei Ying & Yanyan Zhu & Mengchao Yao & Ziyang Li, 2021. "Does stock market liberalisation restrain corporate financialisation?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(5), pages 6263-6294, December.
- Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020. "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- O’Brien, Thomas J., 2022. "Cross-border valuation using the International CAPM and the constant perpetual growth model," Journal of Economics and Business, Elsevier, vol. 119(C).
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