Biases in Arithmetic and Geometric Averages as Estimates of Long-Run Expected Returns and Risk Premia
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- Alan Gregory, 2011. "The Expected Cost of Equity and the Expected Risk Premium in the UK," Review of Behavioral Finance, Emerald Group Publishing, vol. 3(1), pages 1-26, April.
- Wolfgang Bessler, 1999. "Equity returns, bond returns, and the equity premium in the German capital market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 186-201.
- Skardziukas, Domantas, 2010. "Practical approach to estimating cost of capital," MPRA Paper 31011, University Library of Munich, Germany.
- Shin, Hyun-Han & Soenen, Luc, 1999. "Exposure to currency risk by US multinational corporations," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 195-207, March.
- Michal Dvořák, 2016. "Measuring Yields: Arithmetic, Geometric and Horizon-Consistent Average," Prague Economic Papers, University of Economics, Prague, vol. 2016(3), pages 335-353.
- Mark Freeman & Ben Groom, 2015.
"Using equity premium survey data to estimate future wealth,"
Review of Quantitative Finance and Accounting,
Springer, vol. 45(4), pages 665-693, November.
- Freeman, Mark C. & Groom, Ben, 2014. "Using equity premium survey data to estimate future wealth," LSE Research Online Documents on Economics 57161, London School of Economics and Political Science, LSE Library.
- Fernandez, Pablo, 2005. "La prima de riesgo del mercado (market risk premium)," IESE Research Papers D/585, IESE Business School.
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