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The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia

Urbański Stanisław ()
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Urbański Stanisław: University of Science and Technology, Faculty of Management

Folia Oeconomica Stetinensia, 2021, vol. 21, issue 1, 122-143

Abstract: Research background and purpose: The CAPM, Fama-French and modified Fama-French models were used to estimate the cost of the capital of the DJIA and selected Polish stock indexes were used. The estimated cost of capital was the cost of the portfolio of corporate investment projects estimated by market returns.

Keywords: ICAPM; Cost of capital; Risk premium; Bootstrap method (search for similar items in EconPapers)
JEL-codes: G11 G12 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.2478/foli-2021-0009

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Handle: RePEc:vrs:foeste:v:21:y:2021:i:1:p:122-143:n:4