The Worldwide Equity Premium: A Smaller Puzzle

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IPO Underpricing Over the Very Long Run (2009, unknown): “had a particularly low number of offerings (see Table 3), and Dimson, Marsh and Staunton (2006)”
Macroeconomic Crises since 1870 (2008, unknown): “We expect eventually to be able to use data from Dimson, Marsh, and Staunton (2008) to extend our stock-return data backwards for at least Canada, Denmark, Italy, the Netherlands, Norway, Sweden, and Switzerland.”
Asset Market Participation and Portfolio Choice over the Life-Cycle (2012, unknown): “Dimson, Marsh, and Staunton (2008) provide real equity returns and standard deviations for the same period, but we also take into account Norwegians’ exposure to foreign stocks.”
A Cross-Cultural Study of Reference Point Adaptation: Evidence from China, Korea, and the US (2010, background): “1998; Grinblatt and Keloharju 2001; Feng and Seasholes 2005; Dimson, Marsh, and Staunton 2007 ).”
Viewpoint: Estimating the Equity Premium (2008, unknown): “These numbers are lower than historical average excess stock returns reported by Dimson, Marsh, and Staunton (2006).”
The behavioural economics of climate change (2008, background): “Dimson et al. (2006) argue that the premium tends to be overestimated, but that the puzzle nevertheless remains.”