The Equity Risk Premium in Australia (1900-2014)

Bianchi Robert J (), Drew Michael E and Walk Adam N
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Bianchi Robert J: Griffith University, Brisbane, Australia
Drew Michael E: Griffith University, Brisbane, Australia
Walk Adam N: Griffith University, Brisbane, Australia

Financial Planning Research Journal, 2016, vol. 2, issue 1, 80-99

Abstract: The equity risk premium (ERP) remains one of the most hotly contested ideas in finance. The disagreement, in practical and theoretical terms, centres on how best to measure the risk of an investment, how to convert this risk measure into an expected return that compensates the investor for holding that risk, and its degree of predictability. This paper provides Australian evidence for the period 1900 through 2014.

Keywords: Equity risk premium; Australia (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:finprj:v:2:y:2016:i:1:p:80-99:n:1004

DOI: 10.2478/fprj-2016-0004

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