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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
Fu, Man - 2011
output gap shows evidence of cointegration in the DJIA and S&P 500 index data. Nonetheless, a sup augmented Dickey …
Persistent link: https://www.econbiz.de/10013119302
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Threshold cointegration and nonlinear adjustment between stock prices and dividends
Esteve García, Vicente; Prats, María A. - In: Applied economics letters 17 (2010) 4/6, pp. 405-410
Persistent link: https://www.econbiz.de/10003979504
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Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
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Konsum, Dividenden und Aktienmarkt : einen Kointegrationsanalyse
Seiler, Yvonne - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003270782
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The present value model of US stock prices redux : a new testing strategy and some evidence
Bohl, Martin T.; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 44 (2004) 2, pp. 208-223
Persistent link: https://www.econbiz.de/10001988389
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Dividend policy and stock price volatility : an error corrected approach
Dewasiri, N. J.; Banda, Y. K. Weerakoon - In: Asia-Pacific journal of management research and … 11 (2015) 3, pp. 165-171
Persistent link: https://www.econbiz.de/10011392079
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Modeling the dynamics between stock price and dividend : an endogenous regime switching approach
Han, Heejoon; Lee, Na Kyeong - In: The Korean economic review 34 (2018) 2, pp. 213-235
Persistent link: https://www.econbiz.de/10011950757
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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804