Equity Risk Premiums (ERP): Determinants, Estimation and Implications The 2016 Edition

Author:

Damodaran Aswath

Publisher

Elsevier BV

Reference11 articles.

1. In terms of mechanics, we used potential dividends (including buybacks) as cash flows, and a two-stage discounted cash flow model; the estimates for each year are in appendix 6. 118 Looking at these numbers, we would draw the following conclusions: ? The implied equity premium has deviated from the historical premium for the US equity market for most of the last few decades. To provide a contrast, we compare the implied equity risk premiums each year to the historical risk premiums for stocks over treasury bonds, using both geometric and arithmetic averages;Figure 9

2. The Dividend-Price Ratio And Expectations Of Future Dividends And Discount Factors;J Y Campbell;Review of Financial Studies,1988

3. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction;A Goyal;Review of Financial Studies,2007

4. Nigeria - Indigenous Peoples

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