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Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data

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Author Info
Booth, L.
Abstract

This paper looks at three alternative ways of estimating the expected return on the equity market for use either in the CAPM, or other premium model, for estimating equity costs.

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Publisher Info
Paper provided by Rotman School of Management, University of Toronto in its series Rotman School of Management - Finance with number 98-001.

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Length: 31 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:rotfin:98-001

Contact details of provider:
Postal: Rotman School of Management. 105 St. George Street. Toronto, Ontario. Canada M5S 3E6
Phone: 416.978.3499
Web page: http://www.mgmt.utoronto.ca/
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Related research
Keywords: FINANCIAL MARKET ; DIVIDENDES ; RISK ; EVALUATION;

Find related papers by JEL classification:
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

Statistics
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