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Equity Premia Around the World · Study

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PreprintEquity Premia Around the World

Elroy Dimson2011

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Preprintgreen2011

Equity Premia Around the World

Elroy Dimson · Paul Marsh · Mike Staunton

42 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2007The Dog That Did Not Bark: A Defense of Return Predictability 2002Triumph of the Optimists 2002A Century of Purchasing-Power Parity 2008The Worldwide Equity Premium: A Smaller Puzzle 2012Are Stocks Really Less Volatile in the Long Run?2011Expected Returns

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2020The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time 2017Modeling the response to exogenous shocks: The capital uplift rate in petroleum taxation 2021Consumption Imputation Errors in Administrative Data

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2011Equity Premiums around the Worldarticle · 5 shared references 2008The Worldwide Equity Premium: A Smaller Puzzlechapter · 4 shared references 2013Dynamic asset allocation with ambiguous return predictabilityarticle · 4 shared references 2015The cross section of expected holding period returns and their dynamics: A present value approacharticle · 4 shared references 2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shillerarticle · 4 shared references 2009Dynamic Asset Allocation with Ambiguous Return Predictabilitypreprint · 4 shared references

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Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1940165

openalex_workW2098478459

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