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Dividend variability and stock market swings
Evans, Martin D. D. - 1996
Persistent link: https://www.econbiz.de/10000932145
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The Marsh-Merton model of manager's smoothing of dividends stock market prices
Shiller, Robert J. - In: The American economic review 76 (1986) 3, pp. 499-503
Persistent link: https://www.econbiz.de/10001009875
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Towards and effective financial management : relevance of dividend discount model in stock price valuation
Mugoša, Ana; Popovi´c, Saša - In: Economic analysis : EA 48 (2015) 1/2, pp. 39-53
Persistent link: https://www.econbiz.de/10012063305
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Dividend taxes and stock volatility
Syron Ferris, Erin E. - In: International tax and public finance 25 (2018) 2, pp. 377-403
Persistent link: https://www.econbiz.de/10012033065
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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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
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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
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The impact of a firm's payout policy on stock prices and shareholders' wealth in an inefficient market
Nekat, Kai; Nippel, Peter - 2007
effects considered in signaling games. We show that paying out free cash flow, either as a dividend or via repurchasing shares … limits of arbitrage leads to market inefficiency. Shareholders gain more from a share repurchases instead of paying a … dividend as long as capital gains are not heavily discriminated by taxation in relation to dividends. The positive price effect …
Persistent link: https://www.econbiz.de/10011723506
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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
According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the long-run. In this paper, the authors consider the possibility that a linear cointegrated regression model with multiple structural changes would provide a better empirical...
Persistent link: https://www.econbiz.de/10011745419
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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354
Persistent link: https://www.econbiz.de/10011747311