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A common-feature approach for testing present-value restrictions with financial data

Hecq, Alain W. J.; Issler, João Victor - 2012

Persistent link: https://www.econbiz.de/10009500252

A common-feature approach for testing present-value restrictions with financial data

Hecq, Alain W. J.; Issler, João Victor - 2011

Persistent link: https://www.econbiz.de/10009532945

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 puzzle : a nonparametric approach

Mun, Johnathan C.; Vasconcellos, Geraldo M.; Kish, … - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 53-66

Persistent link: https://www.econbiz.de/10001409323

US stocks and the US dollar

Azar, Samih Antoine - In: International journal of financial research 4 (2013) 4, pp. 91-106

Persistent link: https://www.econbiz.de/10010206630

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

regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …

Persistent link: https://www.econbiz.de/10011745419