Patented knowledge capital and implied equity risk premium

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 148
Issue: C

Authors (2)

Hegde, Shantaram P. (not in RePEc) Mishra, Dev R. (University of Saskatchewan)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Patented knowledge capital improves the transparency of research and development expenditures, converts intangible intellectual property into collateralizable and salable assets, enhances sustained competitive advantage by enabling firms to weather business cycles, withstand obsolescence risk and competitive threats, and lowers future financing risk and growth uncertainties. Consistent with this conjecture, we find that knowledge capital, proxied by stocks of patents, their forward citations and estimated market value, is associated with lower future cost of equity as well as firm risk. These findings appear robust to controlling for the stock of R&D expenses, potential endogeneity concerns about firms’ innovative activities, controls for technology spillovers from industry rivals, and product market competition.

Technical Details

RePEc Handle
repec:eee:jbfina:v:148:y:2023:i:c:s0378426622003181
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26