Sovereign wealth funds and equity pricing: Evidence from implied cost of equity of publicly traded targets

Sabri Boubaker, Narjess Boubakri, Jocelyn Grira, Asma Guizani

Research output: Contribution to journalJournal Articlepeer-review

25 Citations (Scopus)

Abstract

We investigate the impact of sovereign wealth fund (SWF) investment on ex ante (implied) cost of equity capital of targeted firms. Using an international sample of 310 targets involved in 403 SWF deals and their matched firms, we find that targeted firms exhibit, on average, higher cost of equity financing than their peers after the announcement date. Firms involved in domestic deals and deals concluded during the Global Financial Crisis exhibit lower implied cost of equity financing, while those involved in cross-border deals are associated with higher implied cost of equity capital.

Original languageEnglish
Pages (from-to)202-224
Number of pages23
JournalJournal of Corporate Finance
Volume53
DOIs
Publication statusPublished - Dec. 2018

Keywords

  • Cost of equity capital
  • Institutional environment
  • Sovereign wealth funds

Fingerprint

Dive into the research topics of 'Sovereign wealth funds and equity pricing: Evidence from implied cost of equity of publicly traded targets'. Together they form a unique fingerprint.

Cite this