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Market risk premium used in 2010 by analysts and companies : a survey with 2.400 answers
Fernández, Pablo; Campo, Javier del - 2011
Persistent link: https://www.econbiz.de/10009009513
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Market risk premium used in 56 countries in 2011 : a survey with 6,014 answers
Fernández, Pablo; Aguirreamalloa, Javier; Corres, Luis - 2011
Persistent link: https://www.econbiz.de/10009009526
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Market Risk Premium Used in 2010 by Analysts and Companies : A Survey with 2,400 Answers
Fernandez, Pablo - 2010
The average MRP used by analysts in the USA (5.1%) was similar to the one used by their colleagues in Europe (5.0%). But the average MRP used by companies in the USA (5.3%) was smaller than the one used by companies in Europe (5.7%), and UK (5.6%).The dispersion of the MRP used was high, but...
Persistent link: https://www.econbiz.de/10013143377
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US market risk premium used in 2011 by professors, analysts and companies : a survey with 5.731 answers
Fernández, Pablo; Aguirreamalloa, Javier; Corres, Luis - 2011
Persistent link: https://www.econbiz.de/10009239487
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US Market Risk Premium Used in 2011 by Professors, Analysts and Companies : A Survey with 5.731 Answers
Fernandez, Pablo - 2011
The average Market Risk Premium (MRP) used in 2011 by professors for the USA (5.7%) is higher than the one used by analysts (5.0%) and companies (5.6%). The standard deviation of the MRP used in 2011 by analysts (1.1%) is lower than the ones of companies (2.0%) and professors (1.6%). Most...
Persistent link: https://www.econbiz.de/10013127369
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Market Risk Premium Used in 2010 by Professors : A Survey with 1,500 Answers
Fernandez, Pablo - 2010
The average Market Risk Premium (MRP) used in 2010 by professors in the USA (6.0%) was higher than the one used by … their colleagues in Europe (5.3%). We also report the MRP used for 33 countries: the average MRP used in 2010 ranges from 3 ….6% (Denmark) to 10.9% (Mexico). 29% of the professors decreased the MRP in 2010, 16% increased it and 55% used the same MRP. The …
Persistent link: https://www.econbiz.de/10013143496
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Information Environment and Equity Risk Premium Volatility Around the World
Lau, Sie Ting - 2014
This paper examines whether and how differences in investors' information environment are related to cross-country differences in the market risk premium volatility. We use the vector-autoregressive and implied cost of capital methods to extract time variation in risk premiums for 41 developed...
Persistent link: https://www.econbiz.de/10013066999
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World Market Risk, Country-Specific Risk and Expected Returns in International Stock Markets
Bali, Turan G. - 2012
This paper determines whether the world market risk, country-specific total risk, and country-specific idiosyncratic …, stacked time-series, and pooled panel regressions indicate that the world market risk is not, but country-specific total and …
Persistent link: https://www.econbiz.de/10013116715
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Essays on financial economics and macroeconomics
Agarwal, Ruchir - 2012
Persistent link: https://www.econbiz.de/10011815547
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How is liquidity priced in global markets?
Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - In: The review of financial studies 34 (2021) 9, pp. 4216-4268
Persistent link: https://www.econbiz.de/10012621495