Determinants of the cost of equity of Malaysian firms

• المؤلفون الرئيسيون: Foong, S.S., Goh, K.L.
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2010
• الموضوعات: HB Economic Theory
• الوصول للمادة أونلاين: http://eprints.um.edu.my/11307/1/CS3-H2_Foong%26Goh.pdf; http://eprints.um.edu.my/11307/

A number of Capital Asset Pricing Model (CAPM) and its variants are considered in this paper for exploring the determinants of the cost of equity of Malaysian firms. The semi-deviation approach is shown to yield the highest explanatory power on the returns of firms. The estimates of cost of equity f...