Dividend growth predictability and the price-dividend ratio
Year of publication: |
2020
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Authors: | Piatti, Ilaria ; Trojani, Fabio |
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. 66.2020, 1, p. 130-158
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Subject: | predictability | present-value model | state-space model | bootstrap | likelihood ratio test | Dividende | Dividend | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
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