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Are imputation credits capitalised into stock prices?

Siau, Kai-Wei Shaun; Sault, Stephen J.; Warren, Geoff - In: Accounting and finance : journal of the Accounting … 55 (2015) 1, pp. 241-277

Persistent link: https://www.econbiz.de/10011306038

Dividend drop-off estimates of the value of dividend imputation tax credits

Cannavan, Damien; Gray, Stephen - In: Pacific-Basin finance journal 46 (2017), pp. 213-226

Persistent link: https://www.econbiz.de/10011801010

Determinants of a firm's decision to utilize a dividend reinvestment plan and shareholder participation rates : Australian evidence

Abraham, Mathew; Marsden, Alastair; Poskitt, Russell - In: Pacific-Basin finance journal 31 (2015), pp. 57-77

Persistent link: https://www.econbiz.de/10011471514

Net share issues and the cross-section of equity returns under a dividend imputation tax system

Melia, Adrian; Docherty, Paul; Easton, Steve - In: Accounting and finance : journal of the Accounting … 56 (2016) 4, pp. 1097-1117

Persistent link: https://www.econbiz.de/10011660371

The capitalization effect of imputation credits on expected stock returns

Le, Anh; Yin, Xiangkang; Zhao, Jing - In: Abacus : a journal of accounting, finance and business … 58 (2022) 3, pp. 523-566

Persistent link: https://www.econbiz.de/10013396052

Comparing the market risk premia forecasts in JSE and NYSE equity markets

Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016

This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...

Persistent link: https://www.econbiz.de/10011454082