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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
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Four centuries of return predictability
Golez, Benjamin; Koudijs, Peter - 2014
Persistent link: https://www.econbiz.de/10010481196
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Stock valuation using the dividend discount model : an internal rate of return approach
Sim, Thaddeus; Wright, Ronald H. - In: Research in finance 33 (2018), pp. 19-32
Persistent link: https://www.econbiz.de/10012227921
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The modified dividend-price ratio
Polimenis, Vassilis; Neokosmidis, Ioannis M. - In: International review of financial analysis 45 (2016), pp. 31-38
Persistent link: https://www.econbiz.de/10011580777
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Analyst target price and dividend forecasts and expected stock returns
Hao, Jinji; Skinner, Jonathon - In: The journal of asset management : a major new, … 24 (2023) 2, pp. 108-120
Persistent link: https://www.econbiz.de/10014251509
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Analyst dividend forecasts and their usefulness to investors
Bilinski, Pawel; Bradshaw, Mark - In: The accounting review : a publication of the American … 97 (2022) 4, pp. 75-104
Persistent link: https://www.econbiz.de/10013384384
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Interpreting return variability via the dividend-price-earnings ratio
Georgiou, Catherine - In: International journal of computational economics and … 13 (2023) 4, pp. 423-445
Persistent link: https://www.econbiz.de/10014439723
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The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y. - In: The review of financial studies 1 (1988) 3, pp. 195-228
Persistent link: https://www.econbiz.de/10001106328
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010384168
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Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10010407532