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Forecasting model
Börsenkurs
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Gupta, Rangan
83
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44
Ma, Feng
43
Pierdzioch, Christian
39
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25
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24
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23
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20
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Zhou, Hao
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Bouri, Elie
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Li, Yan
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Dai, Zhifeng
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Jiang, Fuwei
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Demirer, Rıza
11
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Ziemba, William T.
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Caporin, Massimiliano
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Londono, Juan M.
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Medeiros, Marcelo C.
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Ravazzolo, Francesco
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Yaron, Amir
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9
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Li, Bin
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University of Chicago / Center for Research in Security Prices
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Finance research letters
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International review of financial analysis
67
Journal of forecasting
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Journal of empirical finance
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Journal of banking & finance
54
International review of economics & finance : IREF
48
International journal of forecasting
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Pacific-Basin finance journal
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Economic modelling
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NBER working paper series
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Energy economics
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Department of Economics working paper series
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Journal of econometrics
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The European journal of finance
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NBER Working Paper
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Computational economics
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Financial innovation : FIN
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Research in international business and finance
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
21
International journal of finance & economics : IJFE
19
Journal of financial markets
19
Quantitative finance
18
The review of financial studies
18
Discussion paper / Tinbergen Institute
17
Economics letters
17
Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Discussion paper series / Reserve Bank of New Zealand
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
The
dividend
-price ratio and expectations of future dividends and discount factors
Campbell, John Y.
;
Shiller, Robert J.
-
1986
Persistent link: https://www.econbiz.de/10000715629
Saved in:
2
Valuation ratios and price deviations from fundamentals
Coakley, Jerry
;
Fuertes, Ana María
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003355798
Saved in:
3
The prediction of stock returns using financial statement information
Holthausen, Robert W.
;
Larcker, David F.
-
2009
Persistent link: https://www.econbiz.de/10003851790
Saved in:
4
Demography and fluctuations in
dividend
/price
Tamoni, Andrea
;
Gozluklu, Arie E.
;
Favero, Carlo A.
-
2008
Persistent link: https://www.econbiz.de/10003913531
Saved in:
5
Why so glum? : the Meese-Rogoff methodology meets the stock market
Flood, Robert P.
;
Rose, Andrew
-
2008
Persistent link: https://www.econbiz.de/10003676075
Saved in:
6
Revisiting
dividend
yield dynamics and returns predictability : evidence from a time-varying ESTR model
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 870-883
Persistent link: https://www.econbiz.de/10003873643
Saved in:
7
On the predictability of Japanese stock returns using
dividend
yield
Aono, Kohei
;
Iwaisako, Tokuo
-
2009
Persistent link: https://www.econbiz.de/10003941811
Saved in:
8
Fractional integration of the price-
dividend
ratio in a present-value model of stock prices
Goliñski, Adam
;
Madeira, João
;
Rambaccussing, Dooruj
-
2015
Persistent link: https://www.econbiz.de/10010513447
Saved in:
9
Modelling time-variation in the stock return-
dividend
yield predictive equation
McMillan, David G.
- In:
Financial markets, institutions & instruments
23
(
2014
)
5
,
pp. 273-302
Persistent link: https://www.econbiz.de/10010516099
Saved in:
10
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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