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The dividend puzzle misspecification : why the role of dividends is not what people think

Goyal, Shreyansh - In: Cogent economics & finance 7 (2010) 1, pp. 1-55

measure the deviations from the ideal model in two market indices-Nifty 500 (India) and S&P 500 (USA). The results obtained …

Persistent link: https://www.econbiz.de/10014232264

Empirical insights into COVID-19 impact on BSE sectoral returns

Aggarwal, Mamta; Bamba, Meera; Bansal, Indu - In: Thailand and the world economy 40 (2022) 2, pp. 127-144

This paper studies the impact of COVID-19 on Indian stock market through examining the responses of BSE sector indices: Auto, Healthcare, IT, FMCG and Capital Goods sectors from the period of 1st January, 2019 to 16th January, 2021. This period is further divided into four time-windows;...

Persistent link: https://www.econbiz.de/10013349208

Proprietary income, entrepreneurial risk, and the predictability of US stock returns

Hoffmann, Mathias (contributor) - 2005

Proprietors are an important group of stockholders and non-diversifiable entrepreneurial risk could therefore help explain time-varying risk premia on the aggregate stock market. This paper suggests an entrepreneurial distress factor that is highly correlated with the aggregate...