摘要
本文计算了1992～2000年、2001～2005年以及1992～2005年三个时间窗口下A股市场的股权风险溢价率;基于历史数据,就投资者所要求的股权风险溢价、通货膨胀与股权风险溢价的关系等问题进行了初步分析;相关分析也隐含了A股市场发展的政策建议。
The author calculates the equity risk premium of Ashares during the periods of 1992- 2000, 2001 -2005 and 1992 - 2005. An analysis is made of issues like equity risks premium as well as relation between inflation and equity risk premium based on historical data, which could be interpreted as policy suggestion.
出处
《证券市场导报》
CSSCI
北大核心
2006年第1期9-14,共6页
Securities Market Herald
关键词
A股
股权风险溢价
定价基准
A-shares
equity risk premium
pricingstandards
