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Estimating the equity risk premium for economies in the Asian region

Cohen, Michael Brian 2009, Estimating the equity risk premium for economies in the Asian region, Asian journal of finance & accounting, vol. 1, no. 1, pp. 23-33, doi: 10.5296/ajfa.v1i1.86.

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Title Estimating the equity risk premium for economies in the Asian region
Author(s) Cohen, Michael BrianORCID iD for Cohen, Michael Brian orcid.org/0000-0002-4175-0583
Journal name Asian journal of finance & accounting
Volume number 1
Issue number 1
Start page 23
End page 33
Total pages 11
Publisher Macrothink Institute
Place of publication Las Vegas, Nevada
Publication date 2009
ISSN 1946-052X
Keyword(s) equity risk premium
Asian economies
estimation
Summary The Equity Risk Premium (ERP) is widely used in economic and financial analysis, yet it is difficult to find empirical estimates of the ERP that are generally accepted. The paucity of data in Asian economies exacerbates the problems of estimation. This study estimates the ERP for the larger market-orientated Asian economies and compares the estimates with those of the United States. Surprisingly, of the seven economies examined, the ERP of four cannot be statistically differentiated from that of the United States.
Language eng
DOI 10.5296/ajfa.v1i1.86
Field of Research 149999 Economics not elsewhere classified
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2009, Macrothink Institute
Persistent URL http://hdl.handle.net/10536/DRO/DU:30064551

Document type: Journal Article
Collections: Deakin Graduate School of Business
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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.