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Excess volatility and predictability of stock prices in a trend-stationary dividend model with learning

Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10013444331

Excess volatility and predictability of stock prices in autoregressive dividend models with learning

Timmermann, Allan - In: The review of economic studies 63 (1996) 4, pp. 523-557

Persistent link: https://www.econbiz.de/10001209241

Learning feedback and multiple equilibria : an alternative explanation of stock price volatility

Timmermann, Allan - 1993

Persistent link: https://www.econbiz.de/10000930376

Learning and asset-price jumps

Bansal, Ravi; Shaliastovich, Ivan - 2009

Persistent link: https://www.econbiz.de/10003823690

Learning and asset-price jumps

Bansal, Ravi; Shaliastovich, Ivan - In: The review of financial studies 24 (2011) 8, pp. 2738-2780

Persistent link: https://www.econbiz.de/10009312622

Dividend Dynamics, Learning, and Expected Stock Index Returns

Jagannathan, Ravi - 2015

dividend growth rates between 1975 and 2016. Further, when learning about dividend dynamics is incorporated into a long …

Persistent link: https://www.econbiz.de/10013015544

Dividend Dynamics, Learning, and Expected Stock Index Returns

Jagannathan, Ravi - 2016

should better forecast stock index returns. We propose a dividend model that predicts, out-of-sample, 31.3% of the variation … in annual dividend growth rates (1976-2015). Further, when learning about dividend dynamics is incorporated into a long …

Persistent link: https://www.econbiz.de/10013003708

Dividend Dynamics, Learning, and Expected Stock Index Returns

Jagannathan, Ravi - 2015

dividend growth rates between 1975 and 2016. Further, when learning about dividend dynamics is incorporated into a long …

Persistent link: https://www.econbiz.de/10012457112

Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market

Timmermann, Allan - In: The economic journal : the journal of the Royal … 104 (1994) 425, pp. 777-797

Persistent link: https://www.econbiz.de/10001165214

Asset-pricing implications of dividend volatility

Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055

Persistent link: https://www.econbiz.de/10010194838

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