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).
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