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Cointegration between stock prices, dividends, output and consumption : evidence and forecasting ability for 29 markets
Black, Angela J.; McMillan, David G.; McMillan, Fiona J. - In: Review of accounting & finance 14 (2015) 1, pp. 81-103
Persistent link: https://www.econbiz.de/10010518777
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The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …
Persistent link: https://www.econbiz.de/10011745419
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Causal relationship between asset prices and output in the United States : evidence from the state-level panel granger causality test
Emirmahmutoglu, Furkan; Bacilar, Mehmet; Apergēs, Nikolaos - In: Regional studies 50 (2016) 10, pp. 1728-1741
Persistent link: https://www.econbiz.de/10011710601
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Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
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Do oil prices and exchange rates affect the US stock market? : new evidence from the asymmetric cointegration approach
Panagiotis, Rafailidis; Constantinos, Katrakilidis - In: Bulletin of applied economics 8 (2022) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10013271161
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The relationship between output and asset prices : a time, and frequency, varying approach
Su, Chi-Wei; Yao, Zong-Liang; Chang, Hsu-Ling - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10011563088
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The Power Law and Dividend Yields
Lüders, Erik; Lüders-Amann, Inge; Schröder, Michael - 2004
the value of broad-based market indices and their dividends. We also show that this relationship is consistent with …
Persistent link: https://www.econbiz.de/10010297376
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Stock market reaction to dividend announcements : evidence from the Greek stock market
Dasilas, Apostolos; Leventis, Stergios - In: International review of economics & finance : IREF 20 (2011) 2, pp. 302-311
Persistent link: https://www.econbiz.de/10009304124
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Propensity to pay dividends and catering incentives in Thailand
Tangjitprom, Nopphon - In: Studies in economics and finance 30 (2013) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10009718519
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Market reactions to dividends announcements and payouts : empirical evidence from the Warsaw Stock Exchange
Mrzygłód, Urszula; Nowak, Sabina - In: Contemporary economics 11 (2017) 2, pp. 187-204
conducted within the three distinguished subsamples are rather more diverse. In the subgroup of the first announced dividends … (or dividends announced after a minimum one-year break), the significant average abnormal return is found on day t = +1 (0 … may lead to the conclusion that the WSE directly incorporates news on dividends into stock prices. Moreover, the reaction …
Persistent link: https://www.econbiz.de/10011760471