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Equity Risk Premiums (ERP): Determinants, Estimation and Implications
6 references·16 citing·51 second hopsampled
Equity Risk Premiums (ERP): Determinants, Estimation and Implications (2008)Equity Risk Premiums (ERP): Determinants,…A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction (2024)A Comprehensive 2022 Look at …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 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(2020)What caused global stock mark…De-risking Renewable Energy Investments in Developing Countries: A Multilateral Guarantee Mechanism (2020)De-risking Renewable Energy I…Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Impact of terrorism and polit…Risk premia: asymmetric tail risks and excess returns (2016)Risk premia: asymmetric tail …Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers (2016)Market Risk Premium Used in 7…Market Risk Premium Used in 88 Countries in 2014: A Survey with 8,228 Answers (2014)Market Risk Premium Used in 8…Foreign shocks and international cost of equity destabilization. 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 2024A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction280 cited

Cited by

  • 2020What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?98 cited
  • 2010Market Risk Premium Used in 2010 by Professors: A Survey with 1,500 Answers79 cited
  • 2016Risk premia: asymmetric tail risks and excess returns75 cited
  • 2012Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers74 cited
  • 2020De-risking Renewable Energy Investments in Developing Countries: A Multilateral Guarantee Mechanism61 cited
  • 2011Climate Change Scenarios – Implications for Strategic Asset Allocation48 cited
  • 2011Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers47 cited
  • 2011Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

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45 cited
  • 2013Forward-Looking Market Risk Premium42 cited
  • 2016Market Risk Premium Used in 71 Countries in 2016: A Survey with 6,932 Answers41 cited
  • 2014Market Risk Premium Used in 88 Countries in 2014: A Survey with 8,228 Answers41 cited
  • 2014Foreign shocks and international cost of equity destabilization. Evidence from the MENA region39 cited
  • 2023Corporate innovation and analysts’ estimates of the cost of equity: Evidence from China35 cited
  • 2017Impact of terrorism and political instability on equity premium: Evidence from Pakistan35 cited
  • 2010Market Risk Premium Used in 2010 by Analysts and Companies: A Survey with 2,400 Answers35 cited
  • 2011US Market Risk Premium Used in 2011 by Professors, Analysts and Companies: A Survey with 5.731 Answers31 cited