What Does the CAPM Say About Operating Leverage?

Date

2020

Authors

Linnenluecke, Martina K
Shen, Yun
Smith, Tom
Zhu, Yushu
Liang, Zixin

Journal Title

Journal ISSN

Volume Title

Publisher

University of Sydney Press

Abstract

We examine the issue of operating leverage and firm value. Johnstone(2020), in this issue, questions existing results which indicate that higheroperating leverage results in lower firm value. We agree with Johnstone(2020) that this result is to be questioned and present a number ofarguments which indicate that operating leverage is irrelevant to thevaluation of the firm in the context of the CAPM model.

Description

Keywords

CAPM, Operating leverage, Value irrelevance, Real options

Citation

Source

Abacus

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

Restricted until

2099-12-31

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