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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Extended dividend, cash flow and residual income valuation models : accounting for deviations from ideal conditions
Heinrichs, Nicolas; Hess, Dieter; Homburg, Carsten; … - 2011 - This version: May 25, 2011
Standard equity valuation approaches (i.e., DDM, RIM, and DCF model) are derived under the assumption of ideal conditions, such as infinite payoffs and clean surplus accounting. Because these conditions are hardly ever met, we extend the standard approaches, based on the fundamental principle of...
Persistent link: https://www.econbiz.de/10009270446
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Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui; Huang, Difang; Li, Chen; Li, Luyang - In: Economic modelling 120 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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Cross-sectional uncertainty and expected stock returns
Yu, Deshui; Huang, Difang - In: Journal of empirical finance 72 (2023), pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
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Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates
Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin - In: Scandinavian actuarial journal 2020 (2020) 2, pp. 128-151
Persistent link: https://www.econbiz.de/10012195029
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Forecast disagreement about firm-level profitability and uncertainty
Lee, Seohyun - 2024
Persistent link: https://www.econbiz.de/10014517312
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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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Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement
McMillan, David G. - In: International review of financial analysis 35 (2014), pp. 90-101
Persistent link: https://www.econbiz.de/10010529621
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Payout Yields and Stock Return Predictability : How Important is the Measure of Cash Flow?
Eaton, Gregory W. - 2017
accurate forecasts relative to alternatives, including the traditional dividend yield. This remains true even after excluding …
Persistent link: https://www.econbiz.de/10012973823
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Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows
Sabbatucci, Riccardo - 2015
Aggregate dividend growth is widely thought to be unpredictable by the dividend price ratio. I show that this lack of … regression of dividend growth on the dividend price ratio goes from being negative (-1.18%) to being positive (17.54%) and ….76%) and returns (1.86% to 4.40%). Out-of-sample R2 for dividend growth and returns are large and statistically significant. I …
Persistent link: https://www.econbiz.de/10013026391