Estimating the Equity Premium

10.2469/dig.v41.n2.4 ◽

2011 ◽

Vol 41 (2) ◽

pp. 42-44

Author(s):

Ahmed Sule

Keyword(s):

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A Different Way to Estimate the Equity Premium (for CAPM and One-Factor Model Use Only)

SSRN Electronic Journal ◽

10.2139/ssrn.1077876 ◽

2007 ◽

Author(s):

Ivo Welch

Keyword(s):

Factor Model ◽

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Is There an Equity Premium Puzzle in Italy? A look at Asset Returns, Consumption and Financial Structure Data over the Last Century

SSRN Electronic Journal ◽

10.2139/ssrn.1269506 ◽

1999 ◽

Author(s):

Fabio Panetta ◽

Roberto Violi

Keyword(s):

Structure Data ◽

Equity Premium ◽

Financial Structure ◽

Asset Returns ◽

Equity Premium Puzzle ◽

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Luck and the US Equity Premium

SSRN Electronic Journal ◽

10.2139/ssrn.1329604 ◽

2009 ◽

Author(s):

Matthew C. Pollard

Keyword(s):

Equity Premium ◽

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Macro Consumption and Equity Premium Based Risk Aversion of Labor and Capitalists

SSRN Electronic Journal ◽

10.2139/ssrn.1659643 ◽

2010 ◽

Author(s):

Casper G. de Vries ◽

Jorn Zenhorst

Keyword(s):

Risk Aversion ◽

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Combining Equity Premium Forecasts

SSRN Electronic Journal ◽

10.2139/ssrn.1695588 ◽

2010 ◽

Author(s):

Mark C. Freeman ◽

Ben Groom

Keyword(s):

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Realised Co-Skewness of the VIX and S&P 500 and the Equity Premium

SSRN Electronic Journal ◽

10.2139/ssrn.2376077 ◽

2014 ◽

Author(s):

Zhi Liu ◽

Junwei Liu ◽

Kent Wang ◽

Zhanglong Wang

Keyword(s):

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Model-Based Priors for Predicting the Equity Premium

SSRN Electronic Journal ◽

10.2139/ssrn.2393532 ◽

2014 ◽

Author(s):

Mathias Kruttli

Keyword(s):

Equity Premium ◽

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On Equity Premium and Dividend Growth Predictability: Economic Fundamentals Matter!

SSRN Electronic Journal ◽

10.2139/ssrn.2497060 ◽

2014 ◽

Author(s):

Jiahan Li ◽

Ilias Tsiakas

Keyword(s):

Equity Premium ◽

Economic Fundamentals ◽

Dividend Growth

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Good Jumps, Bad Jumps, and Conditional Equity Premium

SSRN Electronic Journal ◽

10.2139/ssrn.2516074 ◽

2014 ◽

Author(s):

Hui Guo ◽

Kent Wang ◽

Hao Zhou

Keyword(s):

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The Private Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.252310 ◽

2001 ◽

Author(s):

Tobias J. Moskowitz ◽

Annette Vissing-Jorgensen

Keyword(s):

Private Equity ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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