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Triumph of the optimists : 101 years of global investment returns

Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002

Investors have too often extrapolated from recent experience. In the 1950s, who but the most rampant optimist would have dreamt that over the next fifty years the real return on equities would be 9% per year? Yet this is what happened in the U.S. stock market. The optimists triumphed. However,...

Persistent link: https://www.econbiz.de/10014488074

Does sustainability create shareholder value? : the impact of sustainability on stock market performance of European firms

Geisendorf, Sylvie; Nuscheler, Daniela - In: Zeitschrift für Umweltpolitik & Umweltrecht : ZfU ; … 39 (2016) 1, pp. 88-115

Persistent link: https://www.econbiz.de/10011572177

Dividend initiations by high-tech firms

Lacina, Michael; Zhaohui Zhang - In: Review of Pacific Basin financial markets and policies 11 (2008) 2, pp. 201-226

Persistent link: https://www.econbiz.de/10003759219

Stock market bubbles, inflation and investment risk

Kaliva, Kasimir; Koskinen, Lasse - In: International review of financial analysis 17 (2008) 3, pp. 592-603

Persistent link: https://www.econbiz.de/10003764497

Predictive regressions : a present-value approach

Binsbergen, Jules H. van; Koijen, Ralph S. J. - 2010

the expected returns and expected dividend growth rates of the aggregate stock market. This approach aggregates … information contained in the history of price-dividend ratios and dividend growth rates to predict future returns and dividend … growth rates. We find that returns and dividend growth rates are predictable with R-squared values ranging from 8.2% to 8 …

Persistent link: https://www.econbiz.de/10008647564

Predictive regressions : a present-value approach

Binsbergen, Jules H. van; Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1439-1472

Persistent link: https://www.econbiz.de/10009011025

Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns

Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1493-1520

Persistent link: https://www.econbiz.de/10009424102

Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US

Bohl, Martin T.; Siklos, Pierre L. - 2001

A large part of the current debate on US stock price behavior concentrates on the question of whether stock prices are driven by fundamentals or by non-fundamental factors. In this paper we put forward the hypothesis that a present value model with time-varying expected returns provides an...

Persistent link: https://www.econbiz.de/10010503717

Rational momentum effects

Johnson, Timothy C. - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 585-608

Persistent link: https://www.econbiz.de/10001684720

Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US

Bohl, Martin T.; Siklos, Pierre L. - 2001

Persistent link: https://www.econbiz.de/10001617689

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