Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
AbstractThis 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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Bibliographic InfoPaper provided by Rotman School of Management, University of Toronto in its series Rotman School of Management - Finance with number 98-001.
Length: 31 pages
Date of creation: 1998
Date of revision:
Contact details of provider:
Postal: Rotman School of Management. 105 St. George Street. Toronto, Ontario. Canada M5S 3E6
Web page: http://www.rotman.utoronto.ca/
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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; Insider Trading
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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