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


  • Booth, L.


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.

Suggested Citation

  • Booth, L., 1998. "Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data," Rotman School of Management - Finance 98-001, Rotman School of Management, University of Toronto.
  • Handle: RePEc:fth:rotfin:98-001

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    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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