Damien Cannavan

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

160

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Market Value of Dividend Imputation Credits Implied by Futures Prices

30th Australasian Finance and Banking Conference 2017
Number of pages: 15 Posted: 31 Jul 2017 Last Revised: 09 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 88 (301,515)
Citation 1

Abstract:

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Imputation credits, cost of capital, regression, collinearity

2.

Estimating An Implied Cost of Capital for Australian Firms

Number of pages: 36 Posted: 10 Apr 2019
Alex Paton, Damien Cannavan, Stephen Gray and Khoa T.A. Hoang
Citigroup, Inc. - Citigroup - Sydney, Financial Research Network (FIRN), University of Queensland - Business School and University of Queensland - Business School
Downloads 51 (402,945)

Abstract:

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cost of capital, earnings estimates, analyst forecasts

3.

Sampling Error and the Joint Estimation of Imputation Credit Value and Cash Dividend Value

Number of pages: 22 Posted: 11 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 15 (577,256)

Abstract:

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Imputation credits, cost of capital, regression, collinearity

4.

A Transparent, Numerical Solution to the Joint Estimation of Imputation Credit Value and Cash Dividend Value

Number of pages: 21 Posted: 10 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 6 (637,471)

Abstract:

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Imputation credits, cost of capital, regression, collinearity