Potential dividends and actual cash flows in equity valuation. A critical analysis

Practitioners and most academics in valuation include changes in liquid assets (potential dividends) in the cash flows. This widespread and wrong practice is inconsistent with basic finance theory. We present economic, theoretical, and empirical arguments to support the thesis. Economic arguments un...

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Detalles Bibliográficos
Autores: Vélez-Pareja, Ignacio, Magni, Carlo Alberto
Tipo de recurso: artículo
Estado:Versión borrador
Fecha de publicación:2009
País:Colombia
Institución:Universidad Tecnológica de Bolívar
Repositorio:Repositorio Institucional UTB
Idioma:inglés
OAI Identifier:oai:repositorio.utb.edu.co:20.500.12585/12311
Acceso en línea:https://hdl.handle.net/20.500.12585/12311
Access Level:acceso abierto
Palabra clave:Cash flow to equity
Equity value
Potential dividends
Fluxo de caixa para valoração
Potenciais dividendos
Valoração de patrimônio
Flujo de caja del accionista
Dividendos potenciales
Valor del patrimonio
Descripción
Sumario:Practitioners and most academics in valuation include changes in liquid assets (potential dividends) in the cash flows. This widespread and wrong practice is inconsistent with basic finance theory. We present economic, theoretical, and empirical arguments to support the thesis. Economic arguments underline that only flows of cash should be considered for valuation; theoretical arguments show how potential dividends lead to contradiction and to arbitrage losses. Empirical arguments, from recent studies, suggest that investors discount potential dividends with high discount rates, which means that changes in liquid assets are not value drivers. Hence, when valuing cash flows, we should consider only actual payments.