Damien Cannavan

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

  • Financial Research Network (FIRN)

SCHOLARLY PAPERS

4

DOWNLOADS

303

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

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 129 (336,234)

Abstract:

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cost of capital, earnings estimates, analyst forecasts

2.

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 128 (338,183)
Citation 1

Abstract:

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Imputation credits, cost of capital, regression, collinearity

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 32 (689,083)

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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 14 (829,133)

Abstract:

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Imputation credits, cost of capital, regression, collinearity