Canadian equity risk premium, 1923-2001.

Examinations of long-run trends in the stock market usually concentrate on markets in the United States. This paper builds on these studies by examining the equity risk premium in Canada over the 1923-2001 period. Two methodologies are used to gauge the expectations of investors with regard to the e...

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Bibliographic Details
Main Author: Hineson, Lucas
Format: Others
Published: 2003
Online Access:http://spectrum.library.concordia.ca/2338/1/MQ83950.pdf
Hineson, Lucas <http://spectrum.library.concordia.ca/view/creators/Hineson=3ALucas=3A=3A.html> (2003) Canadian equity risk premium, 1923-2001. Masters thesis, Concordia University.