Table of contents
The Expected Cost of Equity and the Expected Risk Premium in the UK
Alan GregoryIn this paper, it is argued that previous estimates of the expected cost of equity and the expected arithmetic risk premium in the UK show a degree of upward bias. Given the…
1030
Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes
Anastasios G. Malliaris, Ramaprasad BharThe equity premium of the S&P 500 index is explained in this paper by several variables that can be grouped into fundamental, behavioral, and macroeconomic factors. We hypothesize…
842
ISSN:
1940-5979Online date, start – end:
2009Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Gulnur Muradoglu