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Changes in the composition of publicly traded firms : implications for the dividend-price ratio and return predictability

Jank, Stephan - 2012

-run mean of the aggregate dividend-price ratio, most notably since the 1970s. Adjusting the dividend-price ratio for such … changes resolves several issues with respect to the predictability of stock market returns: The adjusted dividend-price ratio … predictability ; dividend-price ratio ; payout policy ; sample selection ; choice of organizational structure …

Persistent link: https://www.econbiz.de/10009663676

Endogenous dividend dynamics and the term structure of dividend strips

Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - 2012

Persistent link: https://www.econbiz.de/10009666681

Market risk, size, style, momentum, and dividends : US equities

Gupta, Francis - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 46-58

Persistent link: https://www.econbiz.de/10009670643

Expected returns and dividend growth rates implied by derivative markets

Golez, Benjamin - In: The review of financial studies 27 (2014) 3, pp. 790-822

Persistent link: https://www.econbiz.de/10010357854

Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US

Bohl, Martin T.; Siklos, Pierre L. - 2001

A large part of the current debate on US stock price behavior concentrates on the question of whether stock prices are driven by fundamentals or by non-fundamental factors. In this paper we put forward the hypothesis that a present value model with time-varying expected returns provides an...

Persistent link: https://www.econbiz.de/10010503717