How to cite this paper
Arabzadeh, M. (2012). A study on effects of cost-of-equity models on cost-of-capital and capital structure.Management Science Letters , 2(6), 1855-1864.
Refrences
Arabzadeh, M., & Maghaminejad, M. (2012). The capital structure and liquidity on the Tehran stock exchange. American Journal of Scientific Research, 47, 69-78.
Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time series effects. Journal of Financial Markets, 5, 31-56.
Baker, M., & Wurgler, J. (2002). Market timing and capital structure. Journal of Finance 57, 1–32.
Banz, R.W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9, 3-18
Bhandar, L.C. (1988). Debt/equity ratio and expected common stock returns: Empirical evidence. Journal of Finance, 43(2), 507-528
Botoson and M. Plumlee, 2001. A Re-examination of Disklosure Level and the Expected Cost of Equity Capital. Working Paper, University of Utah, Salt Lake City, UT.
Bradley, M., Jarrell, G., & Kim, H. (1984). On the existence of an optimal capital structure: Theory and evidence. Journal of Finance, 3, 857-878.
Deesomsak, R., Paudyal, K., Pescetto, G. (2004). The determinants of capital structure: evidence from the Asia Pacific Region. Journal of Multinational Financial Management, 14, 384–405.
Fama, F. E., & French, K. (2004). The capital asset pricing model: Theory and evidence. Journal of Economic Perspectives, 18, 25-46.
Fama, E., & French, K. ( 1992) . The cross-section of expected stock returns. Journal of Finance, 2, 427-460.
Fama, F. E. (1998). Market efficiency, long term returns and behavioral finance. Journal of Financial Economics, 49, 283-306.
Fama, F. E., & French, K.R. (1999). The corporate cost of capital and retern on corporate investment. Journal of Finance, 54, 1939-1967.
Fischer, E., Heinkel, R., & Zechner, J. ( 1989). Dynamic capital structure choice: Theory and Test. Journal of Finance, 1, 19-40.
Deesomsak, R., Paudyal, K., Pescetto, G. (2004). The determinants of capital structure: evidence from the Asia Pacific Region. Journal of Multinational Financial Management, 14, 384–405.
Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time series effects. Journal of Financial Markets, 5, 31-56.
Baker, M., & Wurgler, J. (2002). Market timing and capital structure. Journal of Finance 57, 1–32.
Banz, R.W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9, 3-18
Bhandar, L.C. (1988). Debt/equity ratio and expected common stock returns: Empirical evidence. Journal of Finance, 43(2), 507-528
Botoson and M. Plumlee, 2001. A Re-examination of Disklosure Level and the Expected Cost of Equity Capital. Working Paper, University of Utah, Salt Lake City, UT.
Bradley, M., Jarrell, G., & Kim, H. (1984). On the existence of an optimal capital structure: Theory and evidence. Journal of Finance, 3, 857-878.
Deesomsak, R., Paudyal, K., Pescetto, G. (2004). The determinants of capital structure: evidence from the Asia Pacific Region. Journal of Multinational Financial Management, 14, 384–405.
Fama, F. E., & French, K. (2004). The capital asset pricing model: Theory and evidence. Journal of Economic Perspectives, 18, 25-46.
Fama, E., & French, K. ( 1992) . The cross-section of expected stock returns. Journal of Finance, 2, 427-460.
Fama, F. E. (1998). Market efficiency, long term returns and behavioral finance. Journal of Financial Economics, 49, 283-306.
Fama, F. E., & French, K.R. (1999). The corporate cost of capital and retern on corporate investment. Journal of Finance, 54, 1939-1967.
Fischer, E., Heinkel, R., & Zechner, J. ( 1989). Dynamic capital structure choice: Theory and Test. Journal of Finance, 1, 19-40.
Deesomsak, R., Paudyal, K., Pescetto, G. (2004). The determinants of capital structure: evidence from the Asia Pacific Region. Journal of Multinational Financial Management, 14, 384–405.