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An Empirical Examination of the Price-Dividend Relation with Dividend Management
Ackert, Lucy F. - 2001
Some recent empirical evidence suggests that stock prices are not properly modeled as the present discounted value of expected dividends. In this paper, we estimate a present value model of stock price that is capable of explaining the observed long-term trends in stock prices. The model...
Persistent link: https://www.econbiz.de/10012787613
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An Empirical Examination of the Price-Dividend Relation with Dividend Management
Ackert, Lucy F. - 2001
Some recent empirical evidence suggests that stock prices are not properly modelled as the present discounted value of expected dividends. In this paper we estimate a present value model of stock price that is capable of explaining the observed long-term trends in stock prices. The model...
Persistent link: https://www.econbiz.de/10012742724
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Rational price limits in futures markets: tests of a simple optimizing model
Ackert, Lucy F.; Hunter, William C. - In: Review of Financial Economics 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10005204935
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Rational Expectations and Security Analysts' Earnings Forecasts
Ackert, Lucy F.; Hunter, William C. - In: The financial review : the official publication of the … 30 (1995) 3, pp. 427-444
Persistent link: https://www.econbiz.de/10007332255
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Shorter Papers - Intrinsic Bubbles: The Case of Stock Prices: Comment
Ackert, Lucy F.; Hunter, William C. - In: The American economic review 89 (1999) 5, pp. 1372-1376
Persistent link: https://www.econbiz.de/10006840317
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Rational Expectations and the Dynamic Adjustment of Security Analysts' Forecasts to New Information
Ackert, Lucy F.; Hunter, William C. - In: The journal of financial research : a publ. of the … 17 (1994) 3, pp. 387-402
Persistent link: https://www.econbiz.de/10006866943
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INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
Bidarkota, Prasad V.; Dupoyet, Brice V.; Ackert, Lucy F.; … - In: Macroeconomic dynamics 11 (2007) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10007732327
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Rational Price Limits in Futures Markets: Tests of a Simple Optimizing Model
Ackert, Lucy F.; Hunter, William C. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93
Persistent link: https://www.econbiz.de/10006493301
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An Empirical Examination of the Price-Dividend Relation with Dividend Management
Ackert, Lucy F.; Hunter, William C. - In: Journal of financial services research : JFSR 19 (2001) 2, pp. 115-130
Persistent link: https://www.econbiz.de/10007043396
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The Effect of Circuit Breakers on Expected Volatility: Tests Using Implied Volatilities
Ackert, Lucy F.; Hao, Jonathan; Hunter, William C. - In: Atlantic economic journal : AEJ 25 (1997) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10006582977