Asset-pricing implications of dividend volatility
Year of publication: |
2013
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Authors: | Li, Yan ; Yang, Liyan |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 9, p. 2036-2055
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Subject: | asset pricing | dividend volatility | loss aversion | narrow framing | return predictability | volatility | Volatilität | Volatility | Dividende | Dividend | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Schätzung | Estimation | Theorie | Theory |
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