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- W955466102 abstract "AbstractThis paper examines the risk premium earned by SA investors on equity investments over and above that earned on risk free assets such as Treasury bills. The results presented show that on average the risk premium paid to SA investors has been greater than that paid to US investors on the New York Stock Exchange. In addition, the paper considers a number of models which have been proposed for estimating future market premia. It is shown empirically that these models provide superior estimates of future market premia than those obtained using a purely historical average method. Of the models examined, the double exponential smoothing methodology and the trend line forecasting method produced the best results. Finally, the results clearly indicate that the models provide much better estimates of long term market premia than of short term market premia." @default.
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- W955466102 date "1987-11-01" @default.
- W955466102 modified "2023-10-18" @default.
- W955466102 title "Estimating the market risk premium on The Johannesburg Stock Exchange using ex post and ex ante models" @default.
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- W955466102 doi "https://doi.org/10.1080/10293523.1987.11082262" @default.
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