Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data

L. Booth

Rotman School of Management - Finance from Rotman School of Management, University of Toronto

Abstract: This paper looks at three alternative ways of estimating the expected return on the equity market for use either in the CAPM, or other premium model, for estimating equity costs.

Keywords: FINANCIAL MARKET; DIVIDENDES; RISK; EVALUATION (search for similar items in EconPapers)
JEL-codes: G10 G13 G14 (search for similar items in EconPapers)
Pages: 31 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:rotfin:98-001

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