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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Capital gains, dividend yields, and expected inflation
Pilotte, Eugene A. - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 447-466
Persistent link: https://www.econbiz.de/10001737309
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Do price discreteness and transactions costs affect stock returns? : Comparing ex-dividend pricing before and after decimalization
Graham, John R.; Michaely, Roni; Roberts, Michael R. - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2611-2636
Persistent link: https://www.econbiz.de/10001845859
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Inflation illusion and stock prices
Campbell, John Y.; Vuolteenaho, Tuomo - 2004
Persistent link: https://www.econbiz.de/10001916048
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Understanding predictability
Menzly, Lior; Santos, Tano; Veronesi, Pietro - In: Journal of political economy 112 (2004) 1,1, pp. 1-47
Persistent link: https://www.econbiz.de/10001939829
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Dividends, earnings, the payout ratio and returns : a century of evidence from the US and UK
Ap Gwilym, Owain; Seaton, James; Thomas, Stephen - 2003
Persistent link: https://www.econbiz.de/10001947984
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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - In: The review of financial studies 14 (2001) 2, pp. 529-554
Persistent link: https://www.econbiz.de/10001570580
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The relationship between increase in dividends announcements, returns, and growth
Yuyuenyongwatana, Robert; Ellis, M. E.; Bansal, Vipul K. - In: Midwestern business and economic review (1997) 24, pp. 13-16
Persistent link: https://www.econbiz.de/10001494712
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Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
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The disappearing size effect
Horowitz, Joel; Loughran, Tim; Savin, N. Eugene - In: Research in economics : an international review of economics 54 (2000) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001474617