Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective

Topics:
Equity
Tags:
Equity,
Finance,
Marketing,
Marketing Research,
Social Science Electronic Publishing Inc.,
Survey,
Volatility
Source:
Social Science Electronic Publishing

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Overview: We present new evidence on the distribution of the ex ante risk premium based on a multi-year survey of Chief Financial Officers (CFOs) of U.S. corporations. Currently, we have responses from surveys conducted from the second quarter of 2000 through the third quarter of 2001. The results in this paper will be augmented as future surveys become available.

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Format: HTML | Date: Nov 2001 | Pages: 1

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