{"id":"W3121824040","doi":"","title":"Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies","year":2012,"lang":"en","type":"article","venue":"Review of Economics and Finance","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Economics; Equity (law); Heteroscedasticity; Skewness; Cost of equity; Capital asset pricing model; Sample (material); Estimation; Financial economics; Statistics; Cost of capital; Mathematics; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003727192,0.0007290029,0.0007423841,0.001529398,0.0005039866,0.001213935,0.001208392,0.0007517479,0.002036228],"category_scores_gemma":[0.0133956,0.0003559247,0.00104183,0.001910448,0.0003977478,0.0007987455,0.0007464272,0.0007614553,0.0001818453],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002557699,"about_ca_system_score_gemma":0.00109638,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.121199,"about_ca_topic_score_gemma":0.0766745,"domain_scores_codex":[0.9991215,0.0005642148,0.00004220946,0.00009290587,0.00008536211,0.00009386449],"domain_scores_gemma":[0.9913077,0.006978752,0.0007788728,0.0003592482,0.0004549719,0.00012049],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.0004414642,0.0006424299,0.4459342,0.0006303761,0.0007173113,0.001600955,0.001090076,0.4494245,0.0009320359,0.01578292,0.004349716,0.07845401],"study_design_scores_gemma":[0.0001056139,0.0002617431,0.1502786,0.0001608343,0.0002562906,0.000414306,0.0009600062,0.836051,0.0007991428,0.006478893,0.004171227,0.00006233168],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9866185,0.001308065,0.008560476,0.0004327463,0.000009223921,0.00005906291,0.001014778,0.00006966596,0.001927536],"genre_scores_gemma":[0.9948021,0.0005713953,0.003175896,0.00001985082,0.00001067182,0.00003050192,0.0009372741,0.00001195186,0.0004403002],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.121199,"threshold_uncertainty_score":0.240987,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08953272885406441,"score_gpt":0.372640612006737,"score_spread":0.2831078831526727,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}