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Global Evidence on the Equity Risk Premium
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Global Evidence on the Equity Risk Premium (2003)Global Evidence on the Equity Risk PremiumLong-Run Stock Returns: Participating in the Real Economy (2003)Long-Run Stock Returns: Parti…The Equity Premium (2002)The Equity PremiumAn Analysis of the S&P 500 Index and Cowles’s Extensions: Price Indexes and Stock Returns, 1870–1999 (2002)An Analysis of the S&P 500 In…U.K. Financial Market Returns, 1955–2000 (2001)U.K. Financial Market Returns…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Views of Financial Economists on the Equity Premium and on Professional Controversies (2000)Views of Financial Economists…Global Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…The Relevance of Subjective Benefits in Risky Choice Across ten Domains of Life (2020)The Relevance of Subjective B…The Case for Forceful Stewardship (Part 1): The Financial Risk from Global Warming (2015)The Case for Forceful Steward…110 Common Errors in Company Valuations (2013)110 Common Errors in Company …Hipoteza deterministycznej premii za ryzyko (2011)Hipoteza deterministycznej pr…The Diminishing Liquidity Premium (2010)The Diminishing Liquidity Pre…The Tactical and Strategic Value of Commodity Futures (2005)The Tactical and Strategic Va…The relationship between return and market value of common stocks (1981)Size and Book-to-Market Factors in Earnings and Returns (1995)Value versus Growth: The International Evidence (1998)An examination of alternative CAPM-based models in UK stock returns (2005)Equity Premium: Historical, Expected, Required and Implied (2006)Rule Britannia! British Stock Market Returns, 1825-1870 (2009)Note on the Correlation of First Differences of Averages in a Random Chain (1960)Board of Governors of the Federal Reserve System (2001)Constructing Consistent Composite Indicators: the Issue of Weights (2005)Noncompensatory/nonlinear composite indicators for ranking countries: a defensible setting (2008)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Dividend Policy, Growth, and the Valuation of Shares (1961)The equity premium: A puzzle (1985)GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM (2003)The Golden Dilemma (2013)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)A Century of Stock Market Liquidity and Trading Costs (2002)Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (2002)Dynamic Asset Allocation with Event Risk (2003)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Continuous Auctions and Insider Trading (1985)Do liquidity measures measure liquidity?☆ (2009)A Structural Model of Short-Term Reversals (2011)The Volatility of Liquidity and Expected Stock Returns (2011)Why is the Amihud (2002) Illiquidity Measure Priced? (2013)Estimating betas from nonsynchronous data (1977)Principles of Corporate Finance. (1981)Errors and questionable judgments in analysts’ DCF models (2016)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predicting returns with financial ratios (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Dissecting green returns (2022)Common risk factors in the returns on stocks and bonds (1993)How Much Is Investor Autonomy Worth? (2002)The Decline of Inflation and the Bull Market of 1982-1999 (2002)The Level and Persistence of Growth Rates (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On Persistence in Mutual Fund Performance (1997)Backwardation and Commodity Futures Performance (2006)
this work references cited by second hop

References

  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 2002The Equity Premium1,331 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 2000Views of Financial Economists on the Equity Premium and on Professional Controversies405 cited
  • 2003Long-Run Stock Returns: Participating in the Real Economy241 cited
  • 2002An Analysis of the S&P 500 Index and Cowles’s Extensions: Price Indexes and Stock Returns, 1870–1999100 cited
  • 2001U.K. Financial Market Returns, 1955–200096 cited

Cited by

  • 2013110 Common Errors in Company Valuations42 cited
  • 2010The Diminishing Liquidity Premium25 cited
  • 2005The Tactical and Strategic Value of Commodity Futures22 cited
  • 2011Hipoteza deterministycznej premii za ryzyko21 cited
  • 2015The Case for Forceful Stewardship (Part 1): The Financial Risk from Global Warming20 cited
  • 2020The Relevance of Subjective Benefits in Risky Choice Across ten Domains of Life1 cited

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