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Equity Risk Premiums (ERP): Determinants, Estimation and Implications · Study

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PreprintEquity Risk Premiums (ERP): Determinants, Estimation and Implications

Aswath Damodaran2008

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Preprintgreen2008

Equity Risk Premiums (ERP): Determinants, Estimation and Implications

Aswath Damodaran

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

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?1990Habit Formation: A Resolution of the Equity Premium Puzzle 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 2024A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations169

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1274967

openalex_workW2152010294

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Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

2011Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers