IDEAS home Printed from https://ideas.repec.org/r/ysm/somwrk/ysm354.html
   My bibliography  Save this item

Long-Run Stock Returns: Participating in the Real Economy

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers D/821, IESE Business School.
  2. Yacine Aït-Sahalia & Michael W. Brandt, 2008. "Consumption and Portfolio Choice with Option-Implied State Prices," NBER Working Papers 13854, National Bureau of Economic Research, Inc.
  3. Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Sergi, Bruno S., 2021. "How do equity markets react to COVID-19? Evidence from emerging and developed countries," Journal of Economics and Business, Elsevier, vol. 115(C).
  4. Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 235-256.
  5. Avdis, Efstathios & Wachter, Jessica A., 2017. "Maximum likelihood estimation of the equity premium," Journal of Financial Economics, Elsevier, vol. 125(3), pages 589-609.
  6. Young Mok Choi & Kunsu Park, 2019. "Foreign Ownership, Agency Costs, and Long-Term Firm Growth: Evidence from Korea," Sustainability, MDPI, vol. 11(6), pages 1-17, March.
  7. A. Abramov & A. Radygin & M. Chernova, 2015. "Long-term Portfolio investment: New insight into Return and Risk," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  8. Richard W. Kopcke & Matt Rutledge, 2004. "Stock prices and the equity premium during the recent bull and bear markets," New England Economic Review, Federal Reserve Bank of Boston, pages 63-85.
  9. Aharon, David Y. & Siev, Smadar, 2021. "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, vol. 58(C).
  10. van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012. "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
  11. Satyajit Chatterjee & Burcu Eyigungor, 2015. "A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 165-184, April.
  12. Ogbulu & Onyemachi Maxwell & Ajibola & Nwakanma, 2014. "Equity Risk Premium, Macro-Economic Variables and Co-Integration: Evidence from Nigeria," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 2(2), pages 83-95.
  13. Stéphanie Desrosiers & Jean-François L'Her & Jean-François Plante, 2007. "Importance of style diversification for equity country selection," Journal of Asset Management, Palgrave Macmillan, vol. 8(3), pages 188-199, September.
  14. Anthony Flint & Andrew Tan & Gary Tian, 2010. "Predicting Future Earnings Growth: A Test Of The Dividend Payout Ratio In The Australian Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(2), pages 43-58.
  15. Eduardo Walker, 2016. "Cost of Capital in Emerging Markets: Bridging Gaps between Theory and Practice," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 111-147, December.
  16. Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.
  17. William Goetzmann & Roger Ibbotson, 2005. "History and the Equity Risk Premium," Yale School of Management Working Papers ysm448, Yale School of Management.
  18. Hachmeister, Dirk & Ruthardt, Frederik & Autenrieth, Matthias, 2014. "Marktrisikoprämien am deutschen Kapitalmarkt: Ermittlung, Simulation und Vergleich historischer und angebotsseitiger Marktrisikoprämien," Hohenheimer Schriften: Rechnungswesen - Steuern - Wirtschaftsprüfung 2014-01, University of Hohenheim, Department of Business Administration.
  19. Allan Hodgson & John Okunev, 2022. "Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion," The European Journal of Finance, Taylor & Francis Journals, vol. 28(17), pages 1728-1744, November.
  20. Inmaculada Guaita-Pradas & Ana Blasco-Ruiz, 2020. "Analyzing Profitability and Discount Rates for Solar PV Plants. A Spanish Case," Sustainability, MDPI, vol. 12(8), pages 1-13, April.
  21. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, University Library of Munich, Germany, revised 17 May 2004.
  22. Daniel Lugo-Laguna & Angel Arcos-Vargas & Fernando Nuñez-Hernandez, 2021. "A European Assessment of the Solar Energy Cost: Key Factors and Optimal Technology," Sustainability, MDPI, vol. 13(6), pages 1-25, March.
  23. Yanfu Li, 2020. "An Improved Method For Estimating Discount Rates For Listed Company Valuation," Accounting & Taxation, The Institute for Business and Finance Research, vol. 12(1), pages 67-79.
  24. Fernandez, Pablo, 2004. "Market risk premium: Required, historical and expected," IESE Research Papers D/574, IESE Business School.
  25. Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021. "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
  26. Barbara Sveva Magnanelli & Elisa Raoli & Agnese Sacchi, 2016. "Key Factors for Success of Social Enterprises in Italy: Analysis of Financial and Operating Performance," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 43-60, February.
  27. Ferreira, Miguel A. & Santa-Clara, Pedro, 2011. "Forecasting stock market returns: The sum of the parts is more than the whole," Journal of Financial Economics, Elsevier, vol. 100(3), pages 514-537, June.
  28. William Goetzmann & Roger Ibbotson, 2005. "History and the Equity Risk Premium," Yale School of Management Working Papers ysm448, Yale School of Management.
  29. Claude B. Erb & Campbell R. Harvey, 2013. "The Golden Dilemma," NBER Working Papers 18706, National Bureau of Economic Research, Inc.
  30. Michael Dempsey & Abeyratna Gunasekarage & Thanh Tan Truong, 2019. "The association between dividend payout and firm growth: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(4), pages 2345-2376, December.
  31. Michael Wegener & Göran Kauermann, 2008. "Examining heterogeneity in implied equity risk premium using penalized splines," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 35-56, February.
  32. Yibiao Chen & Steven S. Wang & Wilson H. S. Tong & Hui Zhu, 2017. "Economic freedom and IPO underpricing," Frontiers of Business Research in China, Springer, vol. 11(1), pages 1-22, December.
  33. Rochon, Mathieu & Desrosiers, Stéphanie & L’Her, Jean-François, 2004. "Révision à la baisse de la prime sur les actions au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(1), pages 137-170, Mars.
  34. Roelof Salomons, 2008. "A Theoretical And Practical Perspective On The Equity Risk Premium," Journal of Economic Surveys, Wiley Blackwell, vol. 22(2), pages 299-329, April.
  35. Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022. "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
  36. Hachmeister, Dirk & Puchstein, Kerstin & Seidler, Patrick, 2016. "Die Marktrisikoprämie des DAX nach dem Dividenden- und Gewinnwachstumsmodell von Fama/French (2002)," Hohenheimer Schriften: Rechnungswesen - Steuern - Wirtschaftsprüfung 2016-01, University of Hohenheim, Department of Business Administration.
  37. Bahram Adrangi & Juan Nicolás D’Amico, 2023. "Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework," JRFM, MDPI, vol. 16(5), pages 1-14, April.
  38. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
  39. Ari Levine & Yao Hua Ooi & Matthew Richardson, 2016. "Commodities for the Long Run," NBER Working Papers 22793, National Bureau of Economic Research, Inc.
  40. Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, University Library of Munich, Germany.
  41. Junjian Gu, 2020. "Risk Assessment on Continued Public Health Threats: Evidence from China’s Stock Market," IJERPH, MDPI, vol. 17(20), pages 1-30, October.
  42. Fernandez, Pablo, 2005. "La prima de riesgo del mercado (market risk premium)," IESE Research Papers D/585, IESE Business School.
  43. Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Discussion Papers 46/2020, Deutsche Bundesbank.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.