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Asset pricing with countercyclical household consumption risk

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014

Persistent link: https://www.econbiz.de/10010360490

Dividend taxation and the pricing of UK equities

Lindop, Sarah; Holland, Kevin - In: Journal of applied accounting research 14 (2013) 3, pp. 203-223

Persistent link: https://www.econbiz.de/10010227187

Asset-pricing implications of dividend volatility

Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055

Persistent link: https://www.econbiz.de/10010194838

Dividend irrelevance and accounting models of value

Rees, William; Valentincic, Aljosa - In: Journal of business finance & accounting : JBFA 40 (2013) 5/6, pp. 646-672

Persistent link: https://www.econbiz.de/10009789605

Dividend growth, stock valuation, and long-run risk

Bergeron, Claude - In: Journal of economics and finance 37 (2013) 4, pp. 547-559

Persistent link: https://www.econbiz.de/10010345810

Dividend sensitivity to economic factors, stock valuation, and long-run risk

Bergeron, Claude - In: Finance research letters 10 (2013) 4, pp. 184-195

Persistent link: https://www.econbiz.de/10010252342

Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks

Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120

Persistent link: https://www.econbiz.de/10011535857

Periodically collapsing bubbles in stock prices cointegrated with broad dividends and macroeconomic factors

Fu, Man; Bidarkota, Prasad V. - In: Journal of risk and financial management : JRFM 4 (2012) 1, pp. 97-132

We study fluctuations in stock prices using a framework derived from the present value model augmented with a macroeconomic factor. The fundamental value is derived as the expected present discounted value of broad dividends that include, in addition to traditional cash dividends, other payouts...

Persistent link: https://www.econbiz.de/10011555939

Dividends as a solution to agency cost and opaqueness : theory and evidence

Morris, Brandon C. L.; Roseman, Brian S. - In: International journal of economics and finance 7 (2015) 1, pp. 24-36

Persistent link: https://www.econbiz.de/10010471725

Dividend taxation and DAX futures prices

Fink, Christopher; Theissen, Erik - 2014 - This Draft: August 05, 2014

valuation of DAX futures contracts and test the resulting hypotheses empirically. We find that dividend taxation cannot explain … these deviations. Futures prices are lower in years with higher dividend yields, and prices of the June contract (which is …. Multivariate regressions confirm the finding that dividend taxation affects futures prices. …

Persistent link: https://www.econbiz.de/10010399362