The Equity Risk Premium

By Niki Saabye. 2003

206 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6a6729ff64c0d932f53b913aa3d7367513dac781

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Michael Hasler
2. D. Andrei
3. Peter D. Easton
4. Omrane Guedhami
5. Sadok El Ghoul
6. Christine A. Botosan
7. Hans B. Christensen
8. Siqi Li

Citations in the corpus

• Investor Attention and Stock Market Volatility (2015, background): “First, we are able to match the overall level of risk premia collected by Graham and Harvey (2013).”
• Measuring Investors' Risk Appetite (2005, unknown): “3%, which is taken from Taylor (2005). The latter is an estimate of the average equity risk premium on the S&P 500 since the beginning of the 1980s.”
• Pe Ratios, Peg Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2003, background): “4 See, for example, Botosan (1997), Botosan and Plumlee (2002), Baginski and Wahlen (2003), Claus and Thomas (2001), Easton et al. (2002), and Gebhardt et al. (2001). The three elements-(1), (2), and (3)-have direct analogues in the implementation of the residual income valuation model: (1) if book ”