RiskPremium

Measuring the market risk premium
Log | Files | Refs

commit 0678e900ad3154c6333269b5e4b2c7b57d480f09
parent e07a3f23ec97a25267921261b5a656d8c039a803
Author: Erik Loualiche <eloualic@umn.edu>
Date:   Tue,  4 Jun 2019 12:24:32 -0400

amend to header

Diffstat:
Mreadme.md | 11+++++++----
Msrc/readme_in.md | 11+++++++----
2 files changed, 14 insertions(+), 8 deletions(-)

diff --git a/readme.md b/readme.md @@ -1,10 +1,13 @@ -# Measuring the Risk Premium +# Measuring the Market Risk Premium + +This code updates the measure of equity risk premium from the paper **Buyout Activity: the Impact of Aggregate Discount Rates** in the *Journal of Finance* + +Authors: Valentin Haddad, Erik Loualiche & Matthew Plosser. -This code updates the measure of equity risk premium from the paper *Buyout Activity: the Impact of Aggregate Discount Rates* Valentin Haddad, Erik Loualiche & Matthew Plosser. We use the dividend-price ratio, cay and the three-month T-bill to predict future excess returns -[Download the paper](http://loualiche.gitlab.io/www/abstract/LBO.html) -[Download the data](https://github.com/eloualiche/RiskPremium/releases) ++ [Download the paper](http://loualiche.gitlab.io/www/abstract/LBO.html) ++ [Download the data](https://github.com/eloualiche/RiskPremium/releases) ## Data Sources diff --git a/src/readme_in.md b/src/readme_in.md @@ -1,10 +1,13 @@ -# Measuring the Risk Premium +# Measuring the Market Risk Premium + +This code updates the measure of equity risk premium from the paper **Buyout Activity: the Impact of Aggregate Discount Rates** in the *Journal of Finance* + +Authors: Valentin Haddad, Erik Loualiche & Matthew Plosser. -This code updates the measure of equity risk premium from the paper *Buyout Activity: the Impact of Aggregate Discount Rates* Valentin Haddad, Erik Loualiche & Matthew Plosser. We use the dividend-price ratio, cay and the three-month T-bill to predict future excess returns -[Download the paper](http://loualiche.gitlab.io/www/abstract/LBO.html) -[Download the data](https://github.com/eloualiche/RiskPremium/releases) ++ [Download the paper](http://loualiche.gitlab.io/www/abstract/LBO.html) ++ [Download the data](https://github.com/eloualiche/RiskPremium/releases) ## Data Sources