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Determinants of the Implied Equity Risk Premium in Brazil

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  • Sanvicente, Antonio Zoratto
  • Carvalho, Mauricio Rocha Alves de

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  • Sanvicente, Antonio Zoratto & Carvalho, Mauricio Rocha Alves de, 2012. "Determinants of the Implied Equity Risk Premium in Brazil," Insper Working Papers wpe_281, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    • Handle: RePEc:ibm:ibmecp:wpe_281
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    File URL: http://www.insper.edu.br/wp-content/uploads/2012/11/2012_wpe281.pdf
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    References listed on IDEAS

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    1. MINARDI, Andrea Maria Accioly Fonseca & SANVICENTE, Antônio Zoratto & Montenegro, Carlos Mauro Galivi & Donatelli, Danielle Hatem & Bignotto, Fernando Graciano, 2007. "Estimando O Custo De Capital De Companhias Fechadas No Brasil Para Uma Melhor Gestão Estratégica De Projetos," Insper Working Papers wpe_81, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Sanvicente, Antonio Z., 2008. "A Relevância de Prêmios por Risco Soberano e Risco Cambial no Uso do CAPM para a Estimação do Custo de Capital das Empresas," Insper Working Papers wpe_131, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    3. Edwin J. Elton, 1999. "Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests," Journal of Finance, American Finance Association, vol. 54(4), pages 1199-1220, August.
    4. William R. Gebhardt & Charles M. C. Lee & Bhaskaran Swaminathan, 2001. "Toward an Implied Cost of Capital," Journal of Accounting Research, Wiley Blackwell, vol. 39(1), pages 135-176, June.
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