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The Equity Risk Premium: Essays and Explorations

Author

Listed:
  • Goetzmann, William N.

    (Yale University)

  • Ibbotson, Roger G.

    (Yale University)

Abstract

This book aims to create a strong understanding of the empirical basis for the equity risk premium. Through the research and anaylsis of two scholars who are experts in this field, this volume presents the key issues that are paramount to investors, including whether or not to use historical data as a method of equity investing, and can the equity premium reflect changes in fundamental values and cash flows of the market.

Suggested Citation

  • Goetzmann, William N. & Ibbotson, Roger G., 2006. "The Equity Risk Premium: Essays and Explorations," OUP Catalogue, Oxford University Press, number 9780195148145.
    • Handle: RePEc:oxp:obooks:9780195148145
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    Citations

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    Cited by:

    1. le Bris, David & Goetzmann, William N. & Pouget, Sébastien, 2019. "The present value relation over six centuries: The case of the Bazacle company," Journal of Financial Economics, Elsevier, vol. 132(1), pages 248-265.
    2. Robert Becker, 2012. "The Variance Drain and Jensen's Inequality," Caepr Working Papers 2012-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    3. Raj Aggarwal & John Goodell, 2011. "Variations in emerging-market equity premia: impact of financial architecture," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 313-330.
    4. Waldenström, Daniel, 2014. "Swedish Stock and Bond Returns, 1856–2012," Working Paper Series 1027, Research Institute of Industrial Economics.
    5. Acheson, Graeme G. & Hickson, Charles R. & Turner, John D. & Ye, Qing, 2009. "Rule Britannia! British Stock Market Returns, 1825-1870," The Journal of Economic History, Cambridge University Press, vol. 69(4), pages 1107-1137, December.
    6. Samih Antoine Azar, 2015. "The Precision of Unconditional Estimators of the Equity Premium," Accounting and Finance Research, Sciedu Press, vol. 4(1), pages 143-143, February.
    7. David le Bris & William N. Goetzmann & Sébastien Pouget, 2014. "Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946," NBER Working Papers 20199, National Bureau of Economic Research, Inc.
    8. Mieczysław Dobija & Jurij Renkas, 2023. "Thermodynamic Approach to the Discount Rate and Discounted Cash Flow Method," Risks, MDPI, vol. 11(7), pages 1-12, June.
    9. Turner, John D., 2014. "Financial history and financial economics," QUCEH Working Paper Series 14-03, Queen's University Belfast, Queen's University Centre for Economic History.
    10. Samreen Fahim Babar & Zeeshan Yasir, 2021. "Financial Institutions and Chinese Investment: The Review of China Pakistan Economic Corridor (CPEC) Policy," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 4, May - Aug.
    11. repec:kap:iaecre:v:14:y:2008:i:4:p:433-440 is not listed on IDEAS
    12. Oyetayo Oluwatosin J & Adeyeye Patrick Olufemi, 2017. "A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(1), pages 141-151.
    13. Robert Becker, 2012. "The Variance Drain and Jensen's Inequality," CAEPR Working Papers 2012-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    14. Samih Azar, 2008. "Jensen’s Inequality in Finance," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 433-440, November.
    15. William N. Goetzmann, 2015. "Bubble Investing: Learning from History," NBER Working Papers 21693, National Bureau of Economic Research, Inc.
    16. Fernandez, Pablo, 2008. "The equity premium in 100 textbooks," IESE Research Papers D/757, IESE Business School.

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