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Expectations of equity risk premia, volatility and asymmetry

Graham, John R. (contributor); … - 2003 - Draft: July 7, 2003

Persistent link: https://www.econbiz.de/10003771567

The long-run equity risk premium

Graham, John R.; Harvey, Campbell R. - In: Finance research letters 2 (2005) 4, pp. 185-194

Persistent link: https://www.econbiz.de/10003219456

Expectations of equity risk premia, volatility and asymmetry from a corporate finance perspective

Graham, John R.; Harvey, Campbell R. - 2001

Persistent link: https://www.econbiz.de/10001636674

The Equity Risk Premium in 2010

Graham, John R. - 2010

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to June 2010. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. While the risk premium sharply...

Persistent link: https://www.econbiz.de/10013139563

The Equity Risk Premium in 2013

Graham, John R. - 2013

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to December 2012. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. While the risk premium sharply...

Persistent link: https://www.econbiz.de/10013087978

The Equity Risk Premium amid a Global Financial Crisis

Graham, John R. - 2009

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to March 2009. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. The last two surveys were conducted...

Persistent link: https://www.econbiz.de/10013159763

The Equity Risk Premium in 2014

Graham, John R. - 2014

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to March 2014. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. While the risk premium sharply...

Persistent link: https://www.econbiz.de/10013055802

The Equity Risk Premium in 2015

Graham, John R. - 2015

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to March 2015. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. We show that the equity risk...

Persistent link: https://www.econbiz.de/10013022008

The Equity Risk Premium in 2016

Graham, John R. - 2016

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to June 2016. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. The average risk premium in 2016,...

Persistent link: https://www.econbiz.de/10012985978

The Equity Risk Premium in 2018

Graham, John R. - 2018

We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to December 2017. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. The average risk premium is...

Persistent link: https://www.econbiz.de/10012923522