CAPM for estimating the cost of equity capital: Interpreting the empirical evidence

A-Tier
Journal: Journal of Financial Economics
Year: 2012
Volume: 103
Issue: 1
Pages: 204-220

Authors (3)

Da, Zhi (not in RePEc) Guo, Re-Jin (not in RePEc) Jagannathan, Ravi (Northwestern University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We argue that the empirical evidence against the capital asset pricing model (CAPM) based on stock returns does not invalidate its use for estimating the cost of capital for projects in making capital budgeting decisions. Because stocks are backed not only by projects in place, but also by the options to modify current projects and undertake new ones, the expected returns on stocks need not satisfy the CAPM even when expected returns of projects do. We provide empirical support for our arguments by developing a method for estimating firms' project CAPM betas and project returns. Our findings justify the continued use of the CAPM by firms in spite of the mounting evidence against it based on the cross section of stock returns.

Technical Details

RePEc Handle
repec:eee:jfinec:v:103:y:2012:i:1:p:204-220
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25