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Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

May 9, 2011

Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
Source: Social Science Research Network

This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2011 for 56 countries. We got answers for 85 countries, but we only report the results for 56 countries with more than 6 answers.

Most previous surveys have been interested in the Expected MRP, but this survey asks about the Required MRP. The paper also contains the references used to justify the MRP, comments from persons that do not use MRP, and comments from persons that do use MRP.

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