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1
Dividends, total cash flow to shareholders, and predictive return regressions
Robertson, Donald
;
Wright, Stephen
- In:
The review of economics and statistics
88
(
2006
)
1
,
pp. 91-99
Persistent link: https://www.econbiz.de/10003310682
Saved in:
2
Dividend
taxes and international portfolio choice
Desai, Mihir A.
;
Dharmapala, Dhammika
- In:
The review of economics and statistics
93
(
2011
)
1
,
pp. 266-284
Persistent link: https://www.econbiz.de/10009160709
Saved in:
3
Marginal stockholder tax effects and ex-
dividend
-day price behavior : evidence from taxable versus nontaxable closed-end funds
Elton, Edwin J.
;
Gruber, Martin Jay
;
Blake, Christopher R.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 579-586
Persistent link: https://www.econbiz.de/10003086545
Saved in:
4
Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.
;
Wohar, Mark E.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
Saved in:
5
Ex-
dividend
day share price behavior : effects of the tax reform act of 1986
Lamdin, Douglas J.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 778-783
Persistent link: https://www.econbiz.de/10001174524
Saved in:
6
Rational expectations, information signalling and
dividend
adjustment to permanent earnings
Kao, Chihwa
- In:
The review of economics and statistics
76
(
1994
)
3
,
pp. 490-502
Persistent link: https://www.econbiz.de/10001176033
Saved in:
7
Dividend
policy in perspective : can theory explain behavior?
Crockett, Jean A.
- In:
The review of economics and statistics
70
(
1988
)
4
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001059002
Saved in:
8
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
9
Efficient prediction of excess returns
Faust, Jon
;
Wright, Jonathan H.
- In:
The review of economics and statistics
93
(
2011
)
2
,
pp. 647-659
Persistent link: https://www.econbiz.de/10009161567
Saved in:
10
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
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