In this paper, a simple no-arbitrage methodology to estimate option-implied interest rates and dividend yields … forward-looking model-free estimates of the risk-free interest rate and dividend yield, based exclusively on market prices of …

evidence. Furthermore, we find return predictability in the post–World War II period when we adjust the dividend yields for …We re-examine dividend growth and return predictability evidence using 165 years of data from the Brussels Stock … Exchange. The conventional wisdom holds that time-varying dividend yield is predominately explained by changes in expected …