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Roll, R. 1984. A simple implicit measure of the bid-ask spread in an efficient market. Journal of Finance 39:1127-1139.
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Глава 7. БЕЗРИСКОВЫЕ СТАВКИ И ПРЕМИИ ЗА РИСК
Altman, Е. I. 1968. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy, journal of Finance 23:589-609.
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Глава 8. ОЦЕНКА ПАРАМЕТРОВ РИСКА И СТОИМОСТИ ФИНАНСИРОВАНИЯ
Blume, М. 1979. Betas and their regression tendencies: Some further evidence. Journal of Finance 34(l):265-267.
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Dimson, Е. 1979. Risk measurement when shares are subject to infrequent trading. Journal of Financial Economics 7(2):197-226.
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Глава 9. ИЗМЕРЕНИЕ ПРИБЫЛИ
Aboody, D., and B. Lev. 1998. The value relevance of intangibles: The case of software capitalization. Journal of Accounting Research 36(0):161-191.
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Damodaran, A. 1999. The treatment of operating leases. Working paper. www.stern.nyu.edu/~adamodar/New Home Page/papers.html.
Damodaran, A. 1999. The treatment of R&D. Working paper, www.stern.nyu. edu / ~adamodar/New Home Page/papers.html.
Deng, Z., and B. Lev. 1998. The valuation of acquired R8cD. Working paper. New York University.
Глава 10. ОТ ПРИБЫЛИ к ДЕНЕЖНЫХ ПОТОКАМ
Brennan, М. J. 1970. Taxes, market valuation and corporation financial policy. National Tax Journal 417-427.
Graham, J. R. 2000. How big are the tax benefits of debt? Journal of Finance 55(5):1901-1941.
Graham, J. R. Proxies for the corporate marginal tax rate. Journal of Financial Economics 42(2):187-221.
Глава 11. ОЦЕНКА РОСТА
Arnott, R. D. 1985. The use and misuse of consensus earnings. Journal of Portfolio Management 11:18-27.
Bathke, A. W, Jr., and K. S. Torek. 1984. The relationship between time-series models and the security markets expectation of quarterly earnings. Accounting Review 163-176.
Box, G., and G. Jenkins. 1976. Time series analysis: Forecasting and control. Oakland, CA: Holden-Day.
Brown, L. D., and M. S. Rozeff. 1979. Univariate time series models of quarterly accounting earnings per share: A proposed model. Journal of Accounting Research 178-189.
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