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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Measuring the equity risk premium with dividend discount models
Gálvez, Julio - 2022
Persistent link: https://www.econbiz.de/10013543392
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Stock return predictability : evidence from a structural model
Dladla, Pholile; Malikane, Christopher - In: International review of economics & finance : IREF 59 (2019), pp. 412-424
Persistent link: https://www.econbiz.de/10012202933
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Expected profitability and the cross-section of stock returns
Lin, Qi; Lin, Xi - In: Economics letters 183 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012122451
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The use of asset growth in empirical asset pricing models
Cooper, Michael J.; Gulen, Huseyin; Ion, Mihai - In: Journal of financial economics 151 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
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Der Einfluss von Dividenden auf Aktienrenditen
Schulz, Anja - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389030
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Endogenous dividend dynamics and the term structure of dividend strips
Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012
Persistent link: https://www.econbiz.de/10009666681
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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Understanding short- versus long-run risk premia
Buraschi, Andrea; Carnelli, Andrea - In: European financial management : the journal of the … 20 (2014) 4, pp. 714-738
Persistent link: https://www.econbiz.de/10010503545