Global Evidence on the Equity Risk Premium

By E. Dimson, P. Marsh, M. Staunton. 2003

167 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/258f27faad19e61fa628c258040cfc1bc4729722

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In Accounting

1. Avi Wohl
2. Azi Ben-Rephael
3. Ohad Kadan

In Finance

1. Avi Wohl
2. Azi Ben-Rephael
3. Ohad Kadan

Citations in the corpus

• The diminishing liquidity premium (2015, background): “…large price effect (depending on the discount rate and the expected dividend growth).12 Thus, our results seem to be related to the conclusion of Dimson, Marsh, and Staunton (2003) that a part of the realized equity returns in the second half of the 20th century is due to a 12 The estimated…”