Relevant bibliographies by topics / Equity risk premium

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Equity risk premium'

Author: Grafiati
Published: 4 June 2021
Last updated: 3 February 2022

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Journal articles on the topic "Equity risk premium"

1

Derrig, Richard A., and Elisha D. Orr. "Equity Risk Premium." North American Actuarial Journal 8, no. 1 (January 2004): 45–69. http://dx.doi.org/10.1080/10920277.2004.10596128.

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Bernstein, Peter L. "Determining the Equity Risk Premium." AIMR Conference Proceedings 2002, no. 3 (August 2002): 37–48. http://dx.doi.org/10.2469/cp.v2002.n3.3200.

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Grabowski, Roger J. "Equity Risk Premium: 2006 Update." Business Valuation Review 25, no. 2 (July 2006): 64–68. http://dx.doi.org/10.5791/0882-2875-25.2.64.

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Jones, Charles P., and Jack W. Wilson. "The Equity Risk Premium Controversy." Journal of Investing 14, no. 2 (May 31, 2005): 37–43. http://dx.doi.org/10.3905/joi.2005.517173.

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LUNGU, LAURIAN, and PATRICK MINFORD. "EXPLAINING THE EQUITY RISK PREMIUM." Manchester School 74, no. 6 (December 2006): 670–700. http://dx.doi.org/10.1111/j.1467-9957.2006.00522.x.

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Best, P., and A. Byrne. "Measuring the equity risk premium." Journal of Asset Management 1, no. 3 (January 2001): 245–56. http://dx.doi.org/10.1057/palgrave.jam.2240019.

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Harjito, Yunus, and Dian Indriana Hapsari. "EQUITY RISK PREMIUM PADA INDUSTRI PERBANKAN." BISNIS : Jurnal Bisnis dan Manajemen Islam 4, no. 2 (December 9, 2016): 59. http://dx.doi.org/10.21043/bisnis.v4i2.2690.

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This study aims to examine the factors that influence the equity<br />risk premium in the banking industry are listed on the Indonesia Stock Exchange. The samples used were 23 banking industry for 2010-2014. Five variables proposed that auditor tenure, earnings quality, leverage, beta, and earnings per share to detect whether there is an influence on the equity risk premium. Equity risk premium is desired reward investors to generate income is not fixed in relation to the equity share hers. So far the equity risk premium is often described as the most important value in finance and investment. Analysis of the data used in this research is multiple linear regression with the hope<br />to obtain a comprehensive picture of the influence of variables auditor tenure, earnings quality, leverage, beta, and earning per share of the equity risk premium by using SPSS version 21 for Windows. The results showed that the auditor tenure, earnings quality, and earnings per share significantly affect the equity risk premium. But two other variables (leverage and beta) proved no effect on the equity risk premium.
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Magiera, Frank T. "Will Future Equity Risk Premium Decline?" CFA Digest 38, no. 4 (November 2008): 85. http://dx.doi.org/10.2469/dig.v38.n4.27.

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Siegel, Jeremy J. "Perspectives on the Equity Risk Premium." Financial Analysts Journal 61, no. 6 (November 2005): 61–73. http://dx.doi.org/10.2469/faj.v61.n6.2772.

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Siegel, Jeremy J. "The Long-Run Equity Risk Premium." CFA Institute Conference Proceedings 2004, no. 1 (July 14, 2004): 53–62. http://dx.doi.org/10.2469/cp.v2004.n4.3411.

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Dissertations / Theses on the topic "Equity risk premium"

1

Viberg, Robert, and Kristin Åberg. "The future of equity risk premiums : A study of equity risk premium in the Swedish market." Thesis, Jönköping University, JIBS, Business Administration, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-535.

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Bakgrund: Marknadens riskpremie kan förklaras som den förväntade avkastning en investerare kräver för att acceptera en viss risk. Hur riskpremien skall bestämmas har stått i fokus för omfattande debatter de senaste åren men fortfarande har ingen ultimat lösning infunnit sig. Det finns två huvudsakliga tillvägagångssätt för att uppskatta riskpremien. Det ena att använda historisk data över aktieutvecklingen och därefter förvänta sig att en framtida utveckling kommer att vara likvärdig. Den andra är att göra uppskattningar av den framtida utvecklingen, så som framtida utdelningar, framtida vinster, BNP och inflation och därifrån göra en uppskattning utav riskpremien. Att använda sig av historiska värden har tidigare varit en accepterad metod både i den akademiska och finansiella värden men då den på senare tid har mötts av omfattande kritik, har modeller baserade på uppskattningar av framtiden vuxit sig starkare.

Syfte: Syftet med denna uppsats är att ge en djupgående beskrivning av hur svenska finansiella företag uppskattar och hanterar riskpremium för den svenska aktiemarknaden. Därigenom fanns en avsikt att studera vilken metod som främst användes, hur viktigt riskpremium i form av ett investeringsinstrument var, och morgondagens betydelse av riskpremium.

Metod: Författarna använde sig av en kvalitativ metod, där det empiriska materialet samlades in med hjälp av personliga intervjuer. Intervjufrågor av öppen karaktär skickades ut till respondenterna i förväg, och intervjuerna ägde därefter rum i Stockholm och Göteborg. I den teoretiska referensramen användes både så kallad primär och sekundär litteratur för att kunna redogöra en övergripande bild av problemområdet. Den primära litteraturen, som framförallt ligger till grund för kapitel tre, sågs extra viktig att inkludera då den möjliggjorde en minskad subjektivitet som annars hade riskerat att belasta uppsatsen.

Resultat: Resultaten visade en varierad syn mellan respondenterna där vissa ansåg att riskpremien hade ringa betydelse och andra att det var en mycket viktig variabel. Överlag fanns det dock ett ökat intresse de senaste åren. Även val av metod varierade och vare sig historisk data eller framtida uppskattningar kunde sägas ha ett övertag bland användarna. Avslutningsvis såg författarna ett ökat intresse för de ingående variablerna i modeller som baseras på framtida förväntade värden och kunde därav visa att den framtida debatten sannolikt kommer att behandla vilka variabler som bör inkluderas i denna typ av modeller och hur de bör uppskattas.

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Buranavityawut, Nonthipoth. "Unemployment Risk and The Equity Premium." Thesis, University of Leicester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.518792.

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Chandorkar, Pankaj Avinash. "The determinants of UK Equity Risk Premium." Thesis, Cranfield University, 2016. http://dspace.lib.cranfield.ac.uk/handle/1826/11860.

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Equity Risk Premium (ERP) is the cornerstone in Financial Economics. It is a basic requirement in stock valuation, evaluation of portfolio performance and asset allocation. For the last decades, several studies have attempted to investigate the relationship between macroeconomic drivers of ERP. In this work, I empirically investigate the macroeconomic determinants of UK ERP. For this I parsimoniously cover a large body of literature stemming from ERP puzzle. I motivate the empirical investigation based on three mutually exclusive theoretical lenses. The thesis is organised in the journal paper format. In the first paper I review the literature on ERP over the past twenty-eight years. In particular, the aim of the paper is three fold. First, to review the methods and techniques, proposed by the literature to estimate ERP. Second, to review the literature that attempts to resolve the ERP puzzle, first coined by Mehra and Prescott (1985), by exploring five different types of modifications to the standard utility framework. And third, to review the literature that investigates and develops relationship between ERP and various macroeconomic and market factors in domestic and international context. I find that ERP puzzle is still a puzzle, within the universe of standard power utility framework and Consumption Capital Asset Pricing Model, a conclusion which is in line with Kocherlakota (1996) and Mehra (2003). In the second paper, I investigate the impact of structural monetary policy shocks on ex-post ERP. More specifically, the aim of this paper is to investigate the whether the response of UK ERP is different to the structural monetary policy shocks, before and after the implementation of Quantitative Easing in the UK. I find that monetary policy shocks negatively affect the ERP at aggregate level. However, at the sectoral level, the magnitude of the response is heterogeneous. Further, monetary policy shocks have a significant negative (positive) impact on the ERP before (after) the implementation of Quantitative Easing (QE). The empirical evidence provided in the paper sheds light on the equity market’s asymmetric response to the Bank of England’s monetary policy before and after the monetary stimulus. In the third paper I examine the impact of aggregate and disaggregate consumption shocks on the ex-post ERP of various FTSE indices and the 25 Fama-French style value-weighted portfolios, constructed on the basis of size and book-to-market characteristics. I extract consumption shocks using Structural Vector Autoregression (SVAR) and investigate its time-series and cross-sectional implications for ERP in the UK. These structural consumption shocks represent deviation of agent’s actual consumption path from its theoretically expected path. Aggregate consumption shocks seem to explain significant time variation in the ERP. At disaggregated level, when the actual consumption is less than expected, the ERP rises. Durable and Semi-durable consumption shocks have a greater impact on the ERP than non-durable consumption shocks. In the fourth and final paper I investigate the impact of short and long term market implied volatility on the UK ERP. I also examine the pricing implications of innovations to short and long term implied market volatility in the cross-section of stocks returns. I find that both the short and the long term implied volatility have significant negative impact on the aggregate ERP, while at sectoral level the impact is heterogeneous. I find both short and long term volatility is priced negatively indicating that (i) investors care both short and long term market implied volatility (ii) investors are ready to pay for insurance against these risks.
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Holster, T. (Tuukka). "Equity risk premium in the Finnish stock markets." Master's thesis, University of Oulu, 2018. http://urn.fi/URN:NBN:fi:oulu-201802071161.

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This thesis examines the realized equity premium and the equity risk premium puzzle in Finland during the years from 1913 to 2015. In the U.S. data, it has been noted that the attempt to connect the stock market and consumption data in the context of the consumption-based asset pricing model (CCAPM) leads to an implausibly high risk aversion parameter. The CCAPM restricts also the behavior of the risk-free rate, leading to what is termed the risk-free rate puzzle. We first present the properties of the consumption and stock market returns data, estimate the parameter values implied by the CCAPM for the Finnish data, use a dividend growth model to estimate the unconditional expected equity risk premium and finally examine the short-term predictability of dividend growth and the equity premium. We find that the joint equity premium and the risk-free rate puzzle does exist also in the Finnish data, though linking the realized average excess return to consumption data does not require a very high value for the risk aversion parameter. Because of the historically high inflation, the real risk-free rate has been very low, and correspondingly, the realized equity premium has been high in Finland. However, the high volatility of consumption growth does much to mitigate the puzzle. Also, the dividend growth estimate of the unconditional expected equity risk premium is not much less than the realized average excess return. We find evidence of short-term predictability in both dividend growth and the realized equity premium.
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Pettersson, Pernilla. "Equity Premium Puzzle : teori och empiri." Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6401.

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Syftet med uppsatsen är att diskutera det så kallade equity premium puzzle. Jag

analyserar teoretiskt den intertemporala konsumtionsbaserade CAPM (C-CAPM),

sammanställer en del av litteraturdiskussionen som finns på området samt empiriskt

testar C-CAPM på svensk data. Fenomenet equity premium puzzle innebär att

överavkastningen på aktier är så stor att det inte stämmer med den ekonomiska teorin.

Enligt teorin beror C-CAPMs riskpremie på kovariansen mellan konsumtionen och

aktieavkastningen. Litteraturen visar att forskare inte har lyckats förklara equity

premium puzzle genom att ändra antagandena i grundmodellen. Den empiriska

undersökningen visar att equity premium puzzle även uppkommer på svensk data.

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Praudins, Atis. "The Dynamics of Equity Risk Premium : The case of France, Germany, Sweden, United Kingdom and USA." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18270.

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Equity risk premium is a financial variable that is surrounded by mystery. Starting from the almost 30 year old equity premium puzzle caused by considerations that equity premium values which are observable in past data imply an implausibly high risk aversion to more recent statements that equity premium does not exist anymore. The purpose of this paper is to find out more about the traits and characteristics of equity risk premium, its current status and interactions of its values across international markets by conducting data analysis on mature equity markets using optimal methods as suggested in academic literature. This paper attempts to clear some of the confusion regarding equity premiums by analyzing equity excess returns in the mature equity markets of France, Germany, Sweden, United Kingdom and USA from 1970 to 2012. It is concluded that equity premium follows a mean reverting process however in short-term and mid-term its values can be volatile and in March 2000 there might have been a structural break. The obtained current equity premium values are significantly higher than zero. At the same time they are lower than popularly used values that are based on longer periods of past data. The paper also finds out that equity premiums in different countries are highly correlated not only due to shared global influence but also due to some direct causality relationships between them, most of which are positive. A panel data analysis is conducted as well to test the explanatory power of some macroeconomic and financial variables on the equity risk premium values and it is concluded that risk-free rate and unemployment rate have some explanatory power for equity risk premium values. This paper manages to clear a part of the mystery that surrounds the equity risk premium.
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Tan, Min. "Regime switching behaviour of the UK equity risk premium." Thesis, University of Birmingham, 2013. http://etheses.bham.ac.uk//id/eprint/4400/.

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We apply regime-switching models to study the dynamic switching behaviour of equity risk premia. Traditionally, equity risk premia have been estimated assuming a single regime exists. Regime-switching models allow for the existence of two, or more, regimes. Three regime-switching models are employed: structural break models, threshold models and Markov regime-switching models. Both structural break models and threshold models assume that the switching mechanism is deterministic. The former allow for only a single break and the state variable is solely determined by time. Under the latter, multiple changes are allowed and the state variable is determined by an observable variable with respect to an unobserved threshold. In Markov regime-switching models, equity risk premia are allowed to switch probabilistically for each observation. This is achieved by introducing a state variable which is governed by a Markov process. To capture the co-movements among financial variables, we extend regime-switching models to a VAR framework, employing threshold autoregressive vector models and Markov regime-switching vector models. We estimate models of UK equity risk premia conditionally on the state variable which is related to business conditions. The results of non-linearity tests favour regime-switching models and suggest that regime-switching is an important characteristic of UK equity risk premia.
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Scarpati, Fernando A. "The determinants of the risk premium required by Italian private equity funds." Thesis, University of Bradford, 2011. http://hdl.handle.net/10454/5736.

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This research aims to identify the determinants of the ex-ante risk premium required by Italian private equity funds (PEFs) when valuing privately-held target companies. In theory, perceived risk is a key driver of expected returns and anticipated value, but: "Although PE (private equity) has experienced rapid growth, the risk and return profile of this asset class is not well understood." (Jegadeesh et al., 2009). Some papers have attempted to assess the ex post returns pioneered by Lerner & Gompers (1997). Yet such studies reveal both contradictory conclusions and hitherto inexplicable phenomena: what some authors call the 'private equity premium puzzle' (Moskowitz & Jorgensen, 2000). Such contradictory conclusions include a wide spread of abnormal realized returns ranging from -6% (Phalippou & Gottschalg, 2009) to +32% (Cochrane, 2005). In this research, the perceived risk and expected return drivers refer not to the ex-post realized return that PEF investors actually achieve, but to the required return the PEF hopes to gain from the target investment. At this stage, two important indicators adopted in PEF parlance have to be differentiated: (i) the Expected IRR (E.IRR) and (ii) the Threshold IRR (T.IRR). The first is the IRR as an output of a business plan, and the second assesses the return expected by PEFs according to the risk perceived in the business plan. Put simply, these are respectively, the anticipated return and the (risk-adjusted) required return. The study of the T.IRR is one of the main contributions of this thesis since it has never been studied before by academia as an indicator of the ex-ante perceived risk of a PEF target company. This is partly due to two important reasons. First, most previous papers examine ex-post performance, and only a few (e.g. Manigart et al., 2002), try to assess return expectations and risk perceptions using an ex-ante perspective. Second, most of the prior studies are quantitative and try to measure statistical effects captured by the ex-post IRR. By studying 26 deals (in 13 Italian PEFs) in detail (qualitatively and quantitatively), this research project has been able to observe how PEFs assess risk and estimate the T.IRR. The research project reveals that PEFs apply neither rational-based models nor explicit formulae to assess risk exante. By observing a set of phenomena unique to the PEF sector (fees effect, investment speed effect, persistence effect, money-chasing deal phenomenon, illiquidity effect, etc) whose existence has been suggested by many recent papers, this thesis has been able to propose an adjusted version of the three-factor model of Fama and French (1993, 1995) to assess risk. The application of a quasi-rational-based asset pricing model to guide PEFs assessments is also an important contribution of this thesis. In fact, Franzoni, Nowak and Phalippou (2010), claim to be the first to calculate the PEFs' cost of capital by applying asset pricing models. However, their approaches are not only based on the observations of realized returns, but also consider only one additional factor to the standard Fama & French three-factor model (1993), the liquidity factor. In contrast, the results and the model proposed by this thesis are based on qualitative and quantitative ex-ante information and include not only the classical factors of that model, but also some other factors intended to explain some of the phenomena listed above which might also drive the risk premium in private equity funds. Based, therefore, on explaining the behavior of PEFs, the research develops a framework that can be applied by Italian PEFs and perhaps other PEFs in a more rational manner than their past behavior suggests.
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Jakobsen, Jan Bo. "Pursuing the equity risk premium : intertemporal substitution and economic growth." Thesis, University of Southampton, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239870.

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FitzGerald, Adrian. "Time variations in equity returns." Thesis, University of Edinburgh, 2009. http://hdl.handle.net/1842/3276.

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Investors accept that there is uncertainty, or risk, associated with equity investment returns. Consequently, equities are normally priced so that they provide a premium to the returns available on risk-free investments. Equity returns, however, are cyclical. There can be long periods when equity returns greatly exceed risk-free returns; there can be long periods when the premium disappears altogether. This thesis explores the influences and driving forces in equity markets, with a particular emphasis on the UK equity market. Both rational and irrational influences are examined and discussed. A General Literature Review examines the general progression in academic thinking in the area of equity pricing over four decades and takes a close look at the concepts of market efficiency and the challenges mounted by behavioural finance. The “equity risk premium puzzle” is also examined. Chapters 3 to 6 contain empirical studies of the variation in UK equity returns over time from four angles. The chapters look, respectively, at: macro-economic influences on the equity market; the relationship between equity returns and market volatility; the impact of variation in risk-free returns; a full decomposition of both ex-ante and ex-post equity returns. Reassuringly, the results confirm that the UK equity market is driven, in the main, by economic factors. However, the results also indicate that the full set of influences on the equity market is complex. The analyses undertaken suggest that significant swings occur in the risk premium element of expected equity returns. The results also suggest that there are periods when the UK equity market may be in disequilibrium with other financial markets. It is not the contention that many of the puzzles that have confronted equity market researchers over recent decades are now resolved by the analyses undertaken and presented in this thesis. It is to be hoped, however, that a useful platform has been built from which further investigation and analysis can be taken forward. In particular, it is suggested that comprehensive surveys of long-term expectations could lead to a better understanding of equity market mechanisms.
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Books on the topic "Equity risk premium"

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FitzGerald, Adrian. Re-assessing the equity risk premium. Edinburgh: University of Edinburgh, Centre for Financial Markets Research, Dept. of Business Studies, 1997.

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Mehra, Rajnish. The equity risk premium: A solution? Cambridge, Mass: Sloan School of Management, Massachusetts Institute of Technology, 1988.

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G, Ibbotson Roger, ed. The equity risk premium: Essays and explorations. New York: Oxford University Press, 2004.

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Donaldson, John B. Risk based explanations of the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Chen, Long. Equity market volatility and expected risk premium. St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2006.

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Mehra, Rajnish. The equity premium in retrospect. Cambridge, Mass: National Bureau of Economic Research, 2003.

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Mehra, Rajnish. The equity premium puzzle: A review. Boston: Now, 2008.

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Benartzi, Shlomo. Myopic loss aversion and the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1993.

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Fornari, Fabio. The size of the equity premium. Roma: Banca d'Italia, 2002.

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Barberis, Nicholas. Individual preferences, monetary gambles and the equity premium. Cambridge, Mass: National Bureau of Economic Research, 2003.

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Book chapters on the topic "Equity risk premium"

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Chen, James Ming. "The Equity Risk Premium and the Equity Premium Puzzle." In Finance and the Behavioral Prospect, 137–79. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32711-2_7.

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Golob, John E. "Allais Theory Offers Explanation for Equity Premium Puzzle." In Economic and Environmental Risk and Uncertainty, 89–108. Dordrecht: Springer Netherlands, 1997. http://dx.doi.org/10.1007/978-94-017-1360-3_6.

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Clare, Andrew D., and Paul D. Kaplan. "A Macroeconomic Model of the Equity Risk Premium." In Frontiers of Modern Asset Allocation, 117–29. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205401.ch9.

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Nielsen, J. Aase, and Klaus Sandmann. "Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts." In Financial Risk and Derivatives, 65–102. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1826-9_5.

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Graham, John R., and Campbell R. Harvey. "The Equity Risk Premium Amid a Global Financial Crisis." In Lessons from the Financial Crisis, 525–35. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266588.ch65.

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Cortés-Sánchez, David, and Pilar Soriano-Felipe. "Forecasting the Equity Risk Premium in the European Monetary Union." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 253–57. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_46.

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Bhar, Ramaprasad, and A. G. Malliaris. "Computational Issues in the Stochastic Discount Factor Framework for Equity Risk Premium." In Nonlinear Economic Dynamics and Financial Modelling, 235–49. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-07470-2_14.

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Cortés-Sánchez, David, and Pilar Soriano-Felipe. "Statistical Learning Algorithms to Forecast the Equity Risk Premium in the European Union." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 259–65. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_47.

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Kurz, Mordecai. "Social States of Belief and the Determinant of the Equity Risk Premium in a Rational Belief Equilibrium." In Functional Analysis and Economic Theory, 171–220. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-642-72222-6_13.

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Damodaran, Aswath. "Equity Risk Premiums." In The New York University Salomon Center Series on Financial Markets and Institutions, 269–85. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-0999-8_17.

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Conference papers on the topic "Equity risk premium"

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Yang Huawei and Han Liyan. "Extraneous risk, heterogeneous beliefs and the equity premium with jump-diffusion uncertainty." In 2010 2nd International Conference on Information Science and Engineering (ICISE). IEEE, 2010. http://dx.doi.org/10.1109/icise.2010.5690667.

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Reports on the topic "Equity risk premium"

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Chen, Long, Hui Guo, and Lu Zhang. Equity Market Volatility and Expected Risk Premium. Federal Reserve Bank of St. Louis, 2006. http://dx.doi.org/10.20955/wp.2006.007.

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Donaldson, John, and Rajnish Mehra. Risk Based Explanations of the Equity Premium. Cambridge, MA: National Bureau of Economic Research, July 2007. http://dx.doi.org/10.3386/w13220.

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Neely, Christopher J., Guofu Zhou, David E. Rapach, and Jun Tu. Forecasting The Equity Risk Premium: The Role Of Technical Indicators,. Federal Reserve Bank of St. Louis, 2010. http://dx.doi.org/10.20955/wp.2010.008.

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Lettau, Martin, Sydney Ludvigson, and Jessica Wachter. The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Cambridge, MA: National Bureau of Economic Research, February 2004. http://dx.doi.org/10.3386/w10270.

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Chan, K. C., G. Andrew Karolyi, and Rene Stulz. Global Financial Markets and the Risk Premium on U.S. Equity. Cambridge, MA: National Bureau of Economic Research, May 1992. http://dx.doi.org/10.3386/w4074.

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Cecchetti, Stephen, Pok-sang Lam, and Nelson Clark. The Equity Premium and the Risk Free Rate: Matching the Moments. Cambridge, MA: National Bureau of Economic Research, June 1991. http://dx.doi.org/10.3386/w3752.

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Bansal, Ravi, Shane Miller, Dongho Song, and Amir Yaron. The Term Structure of Equity Risk Premia. Cambridge, MA: National Bureau of Economic Research, March 2019. http://dx.doi.org/10.3386/w25690.

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Lettau, Martin, and Jessica Wachter. Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium. Cambridge, MA: National Bureau of Economic Research, February 2005. http://dx.doi.org/10.3386/w11144.

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Graham, John, and Campbell Harvey. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8678.

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Angevine, Colin, Karen Cator, Babe Liberman, Kim Smith, and Viki Young. Designing a Process for Inclusive Innovation: A Radical Commitment to Equity. Digital Promise, November 2019. http://dx.doi.org/10.51388/20.500.12265/86.

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Abstract:
This paper starts from the premise that missing from existing education R&D is a radical commitment to equity. The paper presents Inclusive Innovation, a model that reimagines authority, decision-making, and risk in the context of education R&D and provides an overarching framework for authentically engaging underrepresented stakeholders at the earliest stages and shifting their roles to leaders, participants, and beneficiaries. The power of Inclusive Innovation is that it doesn’t just invite underrepresented voices and perspectives into the innovation ecosystem; it places them at the center of it.
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