The Equity PremiumEugene F. Fama, Kenneth R. French2000-01-01preprintSSRN Electronic Journal147 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceFinancial Reporting and Valuation ResearchAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 147 citations exist upstream.References1985The equity premium: A puzzle1989Business conditions and expected returns on stocks and bonds1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors1988Dividend yields and expected stock returns2003The great reversals: the politics of financial development in the twentieth century2001Disappearing dividends: changing firm characteristics or lower propensity to pay?1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2001Consumption, Aggregate Wealth, and Expected Stock ReturnsCited by2015Equity Asset Valuation2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition2010Time-Varying Rare Disaster Risk and Stock Returns2000The Declining U.S. Equity Premium2002Market efficiency, asset returns, and the size of the risk premium in global equity markets2001Do Investors Expect Higher Returns From Safer Stocks Than From Riskier Stocks?2005Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)2015CAPM: An Absurd Model