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Predictive regressions : a present-value approach

Binsbergen, Jules H. van; Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1439-1472

Persistent link: https://www.econbiz.de/10009011025

Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship

Gabriel, Vasco J.; Martins, Luís Filipe - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 639-662

Persistent link: https://www.econbiz.de/10009381348

The dividend-price ratio does predict dividend growth : international evidence

Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605

Persistent link: https://www.econbiz.de/10009267268

Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns

Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1493-1520

Persistent link: https://www.econbiz.de/10009424102

Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions

Deme, El Hadji; Girard, Stéphane; Guillou, Armelle - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 550-559

Persistent link: https://www.econbiz.de/10009763588

Demographics and the long-horizon returns of dividend-yield strategies

Lee, King Fuei - In: The quarterly review of economics and finance : journal … 53 (2013) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10009745238

Inflation illusion and the US dividend yield : some further evidence

Acker, Daniella; Duck, Nigel W. - In: Journal of international money and finance 33 (2013), pp. 235-254

Persistent link: https://www.econbiz.de/10009730725

Changes in the composition of publicly traded firms : implications for the dividend-price ratio and return predictability

Jank, Stephan - 2012

-run mean of the aggregate dividend-price ratio, most notably since the 1970s. Adjusting the dividend-price ratio for such … changes resolves several issues with respect to the predictability of stock market returns: The adjusted dividend-price ratio … predictability ; dividend-price ratio ; payout policy ; sample selection ; choice of organizational structure …

Persistent link: https://www.econbiz.de/10009663676

Endogenous dividend dynamics and the term structure of dividend strips

Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012

Persistent link: https://www.econbiz.de/10009666681

Market risk, size, style, momentum, and dividends : US equities

Gupta, Francis - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 46-58

Persistent link: https://www.econbiz.de/10009670643