The long-run equity risk premium
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- Graham, John R. & Harvey, Campbell R. & Rajgopal, Shiva, 2005.
"The economic implications of corporate financial reporting,"
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Elsevier, vol. 40(1-3), pages 3-73, December.
- John R. Graham & Campbell R. Harvey & Shiva Rajgopal, 2004. "The Economic Implications of Corporate Financial Reporting," NBER Working Papers 10550, National Bureau of Economic Research, Inc.
- Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000.
"The declining U.S. equity premium,"
Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19.
- Eric Ghysels, 1998. "On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?," Journal of Finance, American Finance Association, vol. 53(2), pages 549-573, 04.
- John Heaton & Deborah Lucas, 2000.
"Stock Prices and Fundamentals,"
in: NBER Macroeconomics Annual 1999, Volume 14, pages 213-264
National Bureau of Economic Research, Inc.
- Donald L. Keefer & Samuel E. Bodily, 1983. "Three-Point Approximations for Continuous Random Variables," Management Science, INFORMS, vol. 29(5), pages 595-609, May.
- Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
- Eugene F. Fama & Kenneth R. French, 2002.
"The Equity Premium,"
Journal of Finance,
American Finance Association, vol. 57(2), pages 637-659, 04.
- Graham, John R. & Harvey, Campbell R., 2001. "The theory and practice of corporate finance: evidence from the field," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 187-243, May.
- Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005.
"Payout policy in the 21st century,"
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Elsevier, vol. 77(3), pages 483-527, September.
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