Narrow search
Showing 1 - 10 of 29,385
Cover Image
The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
prices and the log dividends. However, the empirical results also show that the cointegrating relationship has changed over …
Persistent link: https://www.econbiz.de/10011745419
Cover Image
"Firm size matters : industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend"
Brawn, Derek A.; Šević, Aleksandar - In: International review of financial analysis 58 (2018), pp. 132-152
Persistent link: https://www.econbiz.de/10012006426
Cover Image
Corporate payouts in Australia
Cheema, Muhammad A.; Chiah, Mardy; Zhong, Angel - In: Pacific-Basin finance journal 79 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Cover Image
Australian firm characteristics and the cross-section variation in equity returns
Heaney, Richard A.; Koh, SzeKee; Lan, Yihui - In: Pacific-Basin finance journal 37 (2016), pp. 104-115
Persistent link: https://www.econbiz.de/10011668987
Cover Image
Dividend policies and stock volatility-empirical evidence from Middle Eastern stock markets
Syed, Ali Murad; Bawazir, Hana Saeed; AlSidrah, Ibrahim … - In: Review of accounting & finance 22 (2023) 5, pp. 569-583
Persistent link: https://www.econbiz.de/10014431008
Cover Image
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Cover Image
Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83
This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...
Persistent link: https://www.econbiz.de/10012513279
Cover Image
Stock return predictability : evidence from a structural model
Dladla, Pholile; Malikane, Christopher - In: International review of economics & finance : IREF 59 (2019), pp. 412-424
Persistent link: https://www.econbiz.de/10012202933
Cover Image
Testing for bubbles in stock markets with irregular dividend distribution
Caspi, Itamar; Graham, Meital - In: Finance research letters 26 (2018), pp. 89-94
Persistent link: https://www.econbiz.de/10012005570
Cover Image
Stock prices predictability at long-horizons : two tales from the time-frequency domain
Mitianoudis, Nikolaos; Dergiades, Theologos - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10011944022