Disappearing dividends : implications for the dividend-price ratio and return predictability
Year of publication: |
2013
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Authors: | Kim, Chang-jin ; Park, Cheolbeom |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 45.2013, 5, p. 933-952
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Subject: | stock return predictability | adjusted dividend–price ratio | disappearing dividends | time-varying cointegration vector | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Dividende | Dividend |
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