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Dividends and price momentum
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Forecasting model
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Gupta, Rangan
179
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73
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67
Ma, Feng
60
Timmermann, Allan
50
Diebold, Francis X.
46
Wohar, Mark E.
44
Zaremba, Adam
42
Wang, Yudong
41
Guidolin, Massimo
40
Zhou, Guofu
38
Bollerslev, Tim
36
Zhang, Yaojie
36
Narayan, Paresh Kumar
33
Bouri, Elie
32
McAleer, Michael
32
Ravazzolo, Francesco
31
Salisu, Afees A.
31
Marcellino, Massimiliano
28
Baghestani, Hamid
27
Balcilar, Mehmet
27
Rossi, Barbara
26
Jiang, Fuwei
25
Bekaert, Geert
24
Ghysels, Eric
24
Lux, Thomas
24
Swanson, Norman R.
24
Watson, Mark W.
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Li, Yan
22
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22
Kilian, Lutz
21
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20
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20
Audrino, Francesco
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Institute of Transportation Studies <Berkeley, Calif.>
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Edward Elgar Publishing
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Erasmus Research Institute of Management
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Europäische Kommission / Statistisches Amt
1
Federal Forecasters Conference <10, 1999, Washington, DC>
1
Federal Reserve Bank of Kansas City / Research Division
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International journal of forecasting
210
Finance research letters
183
Journal of forecasting
170
International review of financial analysis
118
Journal of banking & finance
117
Journal of empirical finance
114
Journal of financial economics
104
Working paper / National Bureau of Economic Research, Inc.
101
Applied economics
90
International review of economics & finance : IREF
90
The North American journal of economics and finance : a journal of financial economics studies
82
NBER working paper series
80
The review of financial studies
79
Pacific-Basin finance journal
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Discussion paper / Centre for Economic Policy Research
67
Energy economics
65
Economic modelling
64
Journal of econometrics
64
Economics letters
60
Working paper
60
Applied financial economics
54
Applied economics letters
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
NBER Working Paper
51
The European journal of finance
50
The journal of futures markets
50
Discussion paper / Tinbergen Institute
46
Finance and economics discussion series
45
Journal of financial and quantitative analysis : JFQA
44
Journal of money, credit and banking : JMCB
44
Quantitative finance
42
Journal of international financial markets, institutions & money
41
Research in international business and finance
41
Computational economics
40
Department of Economics working paper series
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
9,247
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1
Is the stock market predictable? : Forget autoregressive models ;
dividend
yield models do have some predictive power
Fuller, Russell J.
- In:
The journal of portfolio management : a publication of …
16
(
1990
)
4
,
pp. 28-36
Persistent link: https://www.econbiz.de/10001112348
Saved in:
2
Earnings and expected returns
Lamont, Owen A.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
5
,
pp. 1563-1587
Persistent link: https://www.econbiz.de/10001248620
Saved in:
3
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
4
Stock return predictability : evidence across US industries
Quynh Thi Thuy Pham
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490583
Saved in:
5
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:
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
Understanding the cash flow-fundamental ratio
Chiou, Chyi-Lun
- In:
International journal of economics and financial issues …
5
(
2015
)
1
,
pp. 148-157
Persistent link: https://www.econbiz.de/10010528952
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