Similar Search Results

Miller and Modigliani, preditive return regressions and cointegration

Alessandri, Piergiorgio; Robertson, Donald; Wright, Stephen - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 181-207

Persistent link: https://www.econbiz.de/10003679734

Predictable dividends and returns : identifying the effect of future dividends on stock prices

Ribeiro, Ruy Monteiro - 2004

Persistent link: https://www.econbiz.de/10003551596

Changes in the composition of publicly traded firms : implications for the dividend-price ratio and return predictability

Jank, Stephan - 2012

-run mean of the aggregate dividend-price ratio, most notably since the 1970s. Adjusting the dividend-price ratio for such … changes resolves several issues with respect to the predictability of stock market returns: The adjusted dividend-price ratio … predictability ; dividend-price ratio ; payout policy ; sample selection ; choice of organizational structure …

Persistent link: https://www.econbiz.de/10009663676

Endogenous dividend dynamics and the term structure of dividend strips

Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012

Persistent link: https://www.econbiz.de/10009666681

Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US

Bohl, Martin T.; Siklos, Pierre L. - 2001

A large part of the current debate on US stock price behavior concentrates on the question of whether stock prices are driven by fundamentals or by non-fundamental factors. In this paper we put forward the hypothesis that a present value model with time-varying expected returns provides an...

Persistent link: https://www.econbiz.de/10010503717