As Expected: 2.29 percent!: A study of the Swedish Equity Risk Premium since the turn of the 19th century
Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
The purpose of this thesis is to measure the ex-ante equity risk premium on the Stockholm Stock Exchange. We use the dividend yield, growth of dividends, a 10-year government bond yield, GDP per capita and inflation over the period January 1901 to March 2003.
Place, publisher, year, edition, pages
IdentifiersURN: urn:nbn:se:su:diva-3927OAI: oai:DiVA.org:su-3927DiVA: diva2:193319