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Does dividend yield lose predictive ability? : evidence from the bubbles period
Cheng, Kuang-Fu; Zhang, Tai-Wei - In: The journal of investing 24 (2015) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10011416626
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Stock market bubbles, inflation and investment risk
Kaliva, Kasimir; Koskinen, Lasse - In: International review of financial analysis 17 (2008) 3, pp. 592-603
Persistent link: https://www.econbiz.de/10003764497
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Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
speculative bubbles and/or noise trading behavior. Our empirical findings for the US stock market covering the 1871:1 - 2000 …
Persistent link: https://www.econbiz.de/10010503717
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Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
Persistent link: https://www.econbiz.de/10001617689
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico (contributor) - 2003
Persistent link: https://www.econbiz.de/10001756374
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Random Walks in Dividend Yields and Bubbles
Bidian, Florin - 2014
A nonstationary dividend yield, having a unit root, is seen as proof of bubbles (Craine 1993). This inference is not … equilibrium dividend yield is a random walk without a deterministic trend or drift, but bubbles are still absent … valid. A sufficient condition for the absence, respectively presence of bubbles is the uniform divergence, respectively …
Persistent link: https://www.econbiz.de/10013058778
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Testing for bubbles in stock markets with irregular dividend distribution
Caspi, Itamar; Graham, Meital - In: Finance research letters 26 (2018), pp. 89-94
Persistent link: https://www.econbiz.de/10012005570
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico - 2003
Persistent link: https://www.econbiz.de/10013430520
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Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting
Ma, Yue; Kanas, Angelos - In: Journal of forecasting 23 (2004) 4, pp. 237-250
Persistent link: https://www.econbiz.de/10002129930
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 173-222
Persistent link: https://www.econbiz.de/10011987413