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Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks
Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120
Persistent link: https://www.econbiz.de/10011535857
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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Learning about risk-factor exposures from earnings : implications for asset pricing and manipulation
Beyer, Anne; Smith, Kevin - In: Journal of accounting & economics 72 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10013203478
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Do firms use dividend changes to signal future profitability? : A simultaneous equation analysis
Liu, Chinpiao; Chen, An-sing - In: International review of financial analysis 37 (2015), pp. 194-207
Persistent link: https://www.econbiz.de/10011317220
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Stock price reaction to profit warnings : the role of time-varying betas
Yin, Shuxing; Mazouz, Khelifa; Benamraoui, Abdelfahid; … - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 67-93
Persistent link: https://www.econbiz.de/10011979095
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Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012667185
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Do firms use dividend changes to signal future earnings? : an investigation based on market rationality
Ali, Ijaz; Muhammad, Noor; Gohar, Ali - In: International journal of economics and finance 9 (2017) 4, pp. 20-34
Persistent link: https://www.econbiz.de/10011649966
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Accounting ratios and the cross-section of expected stock returns
Cordis, Adriana S. - In: Journal of business finance & accounting : JBFA 41 (2014) 9/10, pp. 1157-1192
Persistent link: https://www.econbiz.de/10010503642
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Back-Tests of the Dividend Discount Model Using Time-Varying Cost of Equity
McLemore, Ping - 2016
This paper examines prediction errors in the general dividend discount model using a back-test method. The prediction … varying lengths are examined in our tests. We include firms with a continuous record of dividend payments over the 20 years in …
Persistent link: https://www.econbiz.de/10012983189
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Income smoothing, information uncertainty, stock returns, and cost of equity
Chen, Linda H. - In: Review of Pacific Basin financial markets and policies 16 (2013) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10010233291