A meta-analysis of the equity premium
C Van Ewijk, HLF De Groot - Journal of Empirical Finance, 2012 - Elsevier
The equity premium is a key parameter in asset allocation policies. There is a vigorous
debate in the literature regarding the actual measurement of the equity premium, its size and …
debate in the literature regarding the actual measurement of the equity premium, its size and …
Estimating the equity premium
RG Donaldson, MJ Kamstra… - Journal of Financial and …, 2010 - cambridge.org
Existing empirical research investigating the size of the equity premium has largely
consisted of a series of innovations around a common theme: producing a better estimate of …
consisted of a series of innovations around a common theme: producing a better estimate of …
A theoretical and practical perspective on the equity risk premium
R Salomons - Journal of Economic Surveys, 2008 - Wiley Online Library
In historical perspective, equity returns have been higher than interest rates but have also
varied a good deal more. However, the average excess return has been larger than what …
varied a good deal more. However, the average excess return has been larger than what …
The equity risk premium: Empirical evidence from emerging markets
M Donadelli, L Prosperi - Available at SSRN 1893378, 2011 - papers.ssrn.com
The understanding of the Equity Risk Premium (ERP) and the Equity Premium Puzzle
(Mehra and Prescott 1985), is still widely discussed in the economic and financial literature …
(Mehra and Prescott 1985), is still widely discussed in the economic and financial literature …
Forecasting the equity premium: Where we stand today
M Spiegel - The Review of Financial Studies, 2008 - academic.oup.com
Abstract The Review of Financial Studies has among its missions the facilitation and
promotion of a vigorous academic debate across unsettled questions in finance. This issue …
promotion of a vigorous academic debate across unsettled questions in finance. This issue …
Does inflation exaggerate the equity premium?
K Kyriacou, JB Madsen, B Mase - Journal of Economic Studies, 2006 - emerald.com
Purpose–The aim of this paper is to identify why the historically observed equity risk
premium is larger than most researchers believe is reasonable. Whilst equity is undoubtedly …
premium is larger than most researchers believe is reasonable. Whilst equity is undoubtedly …
Equity risk premiums: Determinants, estimation and implications-the 2020 edition
A Damodaran - NYU Stern School of Business, 2020 - papers.ssrn.com
The equity risk premium is the price of risk in equity markets, and it is a key input in
estimating costs of equity and capital in both corporate finance and valuation. Given its …
estimating costs of equity and capital in both corporate finance and valuation. Given its …
[图书][B] Equity premium: historical, expected, required and implied
P Fernandez - 2019 - Citeseer
The equity premium designates four different concepts: Historical Equity Premium (HEP);
Expected Equity Premium (EEP); Required Equity Premium (REP); and Implied Equity …
Expected Equity Premium (EEP); Required Equity Premium (REP); and Implied Equity …
A comprehensive 2022 look at the empirical performance of equity premium prediction
Our paper reexamines whether 29 variables from 26 papers published after Goyal and
Welch (2008), as well as the original 17 variables, were useful in predicting the equity …
Welch (2008), as well as the original 17 variables, were useful in predicting the equity …
A comprehensive look at the empirical performance of equity premium prediction II
Our paper reexamines whether 29 variables from 26 papers published after Goyal and
Welch (2008), as well as the original 17 variables, were useful in predicting the equity …
Welch (2008), as well as the original 17 variables, were useful in predicting the equity …