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- W2023188941 abstract "Theoretically the expected return on any financial asset need not equal the average of the actual return. In this paper, the expected equity premium is estimated based on two fundamentals: the Gordon dividend model with constant growth, and duration analysis. The result is that the ex ante, or expected, equity premium is around 3.24%, with a standard error between 0.30% and 0.87%. Taking 0.87% as the standard error, the 95% confidence interval is between 1.53% and 4.95%. These figures show clearly that the actual equity premium is much higher than the expected one. The reason for that is due to unpredictable changes in interest rates, and other growth rates." @default.
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- W2023188941 date "2007-11-01" @default.
- W2023188941 modified "2023-09-24" @default.
- W2023188941 title "A duration-based equity premium" @default.
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- W2023188941 doi "https://doi.org/10.1080/17446540600806229" @default.
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