Re-examination of the historical equity risk premium in Australia
Article first published online: 2 JAN 2008
© The Authors
Accounting & Finance
Volume 48, Issue 1, pages 73–97, March 2008
How to Cite
Brailsford, T., Handley, J. C. and Maheswaran, K. (2008), Re-examination of the historical equity risk premium in Australia. Accounting & Finance, 48: 73–97. doi: 10.1111/j.1467-629X.2007.00231.x
We are grateful to the Australian Stock Exchange, Roger Hall of the Reserve Bank of Australia and Steve Whennan of the Australian Bureau of Statistics for the provision of certain data used in this study. Funding for this research was kindly provided by the Faculty of Economics and Commerce, University of Melbourne, and the Australian Research Council (Brailsford). We also thank Steve Gray for constructive comments on an earlier draft. The third author worked on this study while at the Department of Finance, University of Melbourne, and the views expressed herein do not necessarily reflect the views of KBC Alternative Investment Management.
- Issue published online: 2 JAN 2008
- Article first published online: 2 JAN 2008
- Received 1 August 2006; accepted 27 March 2007, by Robert Faff (Editor).
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!