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Dividends and price momentum
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Share price
USA
327,516
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290,408
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56,224
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51,985
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39,017
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9,789
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9,111
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8,198
CAPM
8,189
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8,118
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8,076
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7,922
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7,702
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7,490
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7,458
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Caporale, Guglielmo Maria
199
Gupta, Rangan
184
Narayan, Paresh Kumar
103
Zaremba, Adam
99
Stulz, René M.
93
Campbell, John Y.
84
McMillan, David G.
82
Gil-Alaña, Luis A.
77
McAleer, Michael
74
Pierdzioch, Christian
71
Ryu, Doojin
70
Bohl, Martin T.
67
Hautsch, Nikolaus
67
Plastun, Alex
67
Wohar, Mark E.
67
Shleifer, Andrei
66
Allen, David E.
65
Lux, Thomas
62
Schiereck, Dirk
62
Timmermann, Allan
62
Morck, Randall
61
Faff, Robert W.
60
Bali, Turan G.
59
Bekaert, Geert
56
Theissen, Erik
56
Veronesi, Pietro
55
Madura, Jeff
53
Shiller, Robert J.
53
Tiwari, Aviral Kumar
52
Bollerslev, Tim
51
Ma, Feng
51
Cakici, Nusret
49
Subrahmanyam, Avanidhar
49
Engle, Robert F.
48
Foucault, Thierry
48
Hassan, M. Kabir
48
Weber, Michael
48
Hong, Harrison G.
47
Stambaugh, Robert F.
47
Corbet, Shaen
45
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National Bureau of Economic Research
681
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
16
OECD
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
School of Finance and Business Economics <Perth, Western Australia>
12
Chambre de commerce et d'industrie de Paris
10
Federal Reserve System / Division of Research and Statistics
10
Rodney L. White Center for Financial Research
9
Birkbeck College / Department of Economics
8
Center for Economic Research <Tilburg>
8
Federal Reserve System / Board of Governors
8
Centre for Economic Policy Research
7
The Wharton Financial Institutions Center
7
University of Chicago / Center for Research in Security Prices
7
Federal Reserve Bank of St. Louis
6
Institut für Weltwirtschaft
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Universität Mannheim
6
Zentrum für Europäische Wirtschaftsforschung
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
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Federal Reserve Bank of New York
5
New York Stock Exchange
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
Banca d'Italia
4
Bank Austria <Wien>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Christian-Albrechts-Universität zu Kiel
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of San Francisco
4
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Kansantaloustieteen Laitos <Tampere>
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
USA / Division of Market Regulation
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
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Finance research letters
735
NBER working paper series
674
Working paper / National Bureau of Economic Research, Inc.
600
International review of financial analysis
587
Journal of banking & finance
577
The journal of finance : the journal of the American Finance Association
515
NBER Working Paper
491
Journal of financial economics
483
Pacific-Basin finance journal
465
International review of economics & finance : IREF
413
Applied economics letters
387
Applied economics
377
The review of financial studies
336
Applied financial economics
324
The North American journal of economics and finance : a journal of financial economics studies
306
Journal of financial and quantitative analysis : JFQA
304
Review of quantitative finance and accounting
298
Research in international business and finance
294
Journal of empirical finance
287
Journal of international financial markets, institutions & money
278
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
261
Economic modelling
254
Discussion paper / Centre for Economic Policy Research
239
Economics letters
237
Energy economics
230
The journal of corporate finance : contracting, governance and organization
216
Journal of financial markets
214
The European journal of finance
212
The journal of futures markets
209
International journal of economics and finance
200
International journal of economics and financial issues : IJEFI
198
Journal of risk and financial management : JRFM
190
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
166
Management science : journal of the Institute for Operations Research and the Management Sciences
163
Investment management and financial innovations
156
CESifo working papers
153
Finance India : the quarterly journal of Indian Institute of Finance
153
Global finance journal
152
Cogent economics & finance
151
The financial review : the official publication of the Eastern Finance Association
151
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ECONIS (ZBW)
50,447
RePEc
3
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1
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50,450
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date (oldest first)
1
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
Saved in:
2
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:
3
The aggregate change in shares and the level of stock prices
Nelson, William R.
-
1999
Persistent link: https://www.econbiz.de/10001370027
Saved in:
4
Business conditions and expected returns on stocks and bonds
Fama, Eugene F.
- In:
Journal of financial economics
25
(
1989
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10001086146
Saved in:
5
Drawing inferences from statistics based on multiyear asset returns
Richardson, Matthew
- In:
Journal of financial economics
25
(
1989
)
2
,
pp. 323-348
Persistent link: https://www.econbiz.de/10001096536
Saved in:
6
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
Saved in:
7
The information content of specially designated
dividend
announcements
Mitra, Devashis
- In:
The Mid-Atlantic journal of business
33
(
1997
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10001233882
Saved in:
8
Price reactions to
dividend
initiations and omissions : overreaction or drift?
Michaely, Roni
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 573-608
Persistent link: https://www.econbiz.de/10001184814
Saved in:
9
Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
Saved in:
10
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:
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