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MGMT 8640 Valuation of Assets, Entities, and Opportunities: Welcome & Course Readings

Welcome to your course guide

Please find your required library readings below. If you have problems with the links below, please contact the Library. If you have APA questions about these materials, please contact the Writing Center.

MGMT 8640 Required Course Readings


The links are for required readings found in the Walden databases ONLY. For all other readings, see your course resources.

Please enter your myWalden user name and password at the prompt.

Baek, C., Dupoyet, B., & Prakash, A. (2008). Fundamental capital valuation for IT companies: A real options approach. Frontiers in Finance and Economics, 5(1), 1-26.

Bahadir, S. C., Bharadwaj, S. G., & Srivastava, R. K. (2008). Financial value of brands in mergers and acquisitions: Is value in the eye of the beholder? Journal of Marketing, 72(6), 49-64.

Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81(3), 637-654.

Bloch, C. (2008). The market valuation of knowledge assets. Economics of Innovation & New Technology, 17(3), 269-284.

Bouwman, C. S. H., Fuller, K., & Nain, A. S. (2009). Market valuation and acquisition quality: Empirical evidence. The Review of Financial Studies, 22(2), 633-679.

Boyle, G., Guthrie, G., & Quigley, N. (2009). Estimating unobservable valuation parameters for illiquid assets. Accounting and Finance, 49(3), 465-479.

Broadie, M., & Kaya, Ö. (2007). A binomial lattice method for pricing corporate debt and modeling chapter 11 proceedings. Journal of Financial and Quantitative Analysis, 42(2), 279-312.

Câmara, A., Chung, S.-L., & Wang, Y.-H. (2009). Option implied cost of equity and its properties. The Journal of Futures Market, 29(7), 599-629.

Carmichael, D. G., & Balatbat, M. C. A. (2008). Probabilistic DCF analysis and capital budgeting and investment: A survey. The Engineering Economist, 53(1), 84-102.

Chordia, T., Huh, S.-W., & Subrahmanyam, A. (2009). Theory-based illiquidity and asset pricing. The Review of Financial Studies, 22(9), 3629-3668.

Cremers, M., & Weinbaum, D. (2010). Deviations from put-call parity and stock return predictability. Journal of Financial and Quantitative Analysis, 45(2), 335-367.

Croson, R. T. A., Gomes, A., McGinn, K. L., & Nöth, M. (2004). Mergers and acquisitions: An experimental analysis of synergies, externalities, and dynamics. Review of Finance, 8(4), 481-514.

Danthine, J.-P., & Jin, X. (2007). Intangible capital, corporate valuation, and asset pricing. Economic Theory, 32(1), 157-177.

Gregory, A., & Michou, M. (2009). Industry cost of equity capital: UK evidence. Journal of Business Finance & Accounting, 36(5/6), 679-704.

Guest, P. M., Bild, M., & Runsten, M. (2010). The effect of takeovers on the fundamental value of acquirers. Accounting and Business Research, 40(4), 333-352.

Hoberg, G., & Phillips, G. (2010). Product market synergies and competition in mergers and acquisitions: A text-based analysis. The Review of Financial Studies, 23, 3773-3811.

Horst, J. T., Veld, C. (2008). An empirical analysis of the pricing of bank-issued options versus options exchange options. European Financial Management, 14(2), 288-314.

Jenkins, D. S., & Kane, G. D. (2006). A contextual analysis of income and asset-based approaches to private equity valuation. Accounting Horizons, 20(1), 19-35.

Koziol, C. (2006). Empirical exercise behavior of warrant holders and its consequences for warrant values. International Journal of Theoretical and Applied Finance, 9(2), 245-268.

Lawrence, E. R., Geppert, J., & Prakash, A. J. (2007). Asset pricing models: a comparison. Applied Financial Economics, 17(11), 933-940.

Lee, C., Ng, D., & Swaminathan, B. (2009). Testing international asset pricing models using implied costs of capital. Journal of Financial and Quantitative Analysis, 44(2), 307-335.

Li, F., & Wong, M. H. F. (2005). Employee stock options, equity valuation, and the valuation of option grants using a warrant-pricing model. Journal of Accounting Research, 43(1), 97-131. Not available in the library.

Lin, G., & Tang, J. (2009). Appraising intangible assets from the viewpoint of value drivers. Journal of Business Ethics, 88(4), 679-689.

Morana, C. (2009). Realized betas and the cross-section of expected returns. Applied Financial Economics, 19(17), 1371-1381.

Nekrasov, A., & Shroff, P. K. (2009). Fundamentals-based risk measurement in valuation. The Accounting Review, 84, 1983-2011.

Pan, M., & Tang, S. (2011). Option pricing and executive stock option incentives: An empirical investigation under general error distribution stochastic volatility model. Asia-Pacific Journal of Operational Research, 28(1), 81-93.

Shen, J.- C. (2006). Acquisitions of private versus public firms: Private information, target selection, and acquirer returns. Academy of Management Annual Meeting Proceedings, T1-T6.

Yook, K. C. (2004). The measurement of post-acquisition performance using EVA. Quarterly Journal of Business & Economics, 43(3/4), 67-83.

Other Readings

Optional or supplemental readings may or may not be available in the library. Find further information about optional readings here.

If you have questions about your required course textbooks, please contact Customer Care at