Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Year of publication: |
March 2017
|
---|---|
Authors: | Chen, Shyh-Wei ; Xie, Zixiong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 339-354
|
Subject: | Present value model | Bubble | Asymmetric adjustment | Structural break | Schätzung | Estimation | Strukturbruch | Dividende | Dividend | Börsenkurs | Share price | Spekulationsblase | Bubbles | Theorie | Theory | Großbritannien | United Kingdom | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Aktienmarkt | Stock market | Volatilität | Volatility |
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