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Estimating the equity risk premium for economies in the Asian region

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journal contribution
posted on 2009-01-01, 00:00 authored by Michael Cohen
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.

History

Journal

Asian journal of finance & accounting

Volume

1

Issue

1

Pagination

23 - 33

Publisher

Macrothink Institute

Location

Las Vegas, Nevada

ISSN

1946-052X

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2009, Macrothink Institute

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