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The Equity Risk Premium in Australia (1900-2014)

Author

Listed:
  • Bianchi Robert J

    (Griffith University, Brisbane, Australia)

  • Drew Michael E

    (Griffith University, Brisbane, Australia)

  • Walk Adam N

    (Griffith University, Brisbane, Australia)

Abstract

The equity risk premium (ERP) remains one of the most hotly contested ideas in finance. The disagreement, in practical and theoretical terms, centres on how best to measure the risk of an investment, how to convert this risk measure into an expected return that compensates the investor for holding that risk, and its degree of predictability. This paper provides Australian evidence for the period 1900 through 2014.

Suggested Citation

Handle: RePEc:vrs:finprj:v:2:y:2016:i:1:p:80-99:n:1004
DOI: 10.2478/fprj-2016-0004
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Keywords

Equity risk premium; Australia;

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