Similar Search Results

Narrow search

Stock return predictability and dividend-price ratio : a nonlinear approach

McMillan, David G.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 351-365

Persistent link: https://www.econbiz.de/10008811291

Testing return predictability with the dividend-growth equation : an anatomy of the dog

Hjalmarsson, Erik; Kiss, Tamás - 2019

Persistent link: https://www.econbiz.de/10012064768

Control-ownership disparity and stock market Predictability : evidence from Korean chaebols

Joe, Denis Yongmin; Oh, Frederick Dongchuhl; Park, Cheolbeom - In: Finance research letters 27 (2018), pp. 6-11

Persistent link: https://www.econbiz.de/10012006718

Four centuries of return predictability

Golez, Benjamin; Koudijs, Peter - In: Journal of financial economics 127 (2018) 2, pp. 248-263

Persistent link: https://www.econbiz.de/10011968859

Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator

Rahman, Md Lutfur; Shamsuddin, Abul; Lee, Doowon - In: International review of economics & finance : IREF 62 (2019), pp. 267-286

Persistent link: https://www.econbiz.de/10012205550

Regime shifts in price-dividend ratios and expected stock returns : a present-value approach

Choi, Kwang Hun; Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 417-441

Persistent link: https://www.econbiz.de/10011708028

Four centuries of return predictability

Golez, Benjamin; Koudijs, Peter - 2017 - This version: January 30, 2017

/U.K. (1629-1812), U.K. (1813-1870) and U.S. (1871-2015). We show that dividend yields are stationary and consistently forecast … business cycle, with expected returns increasing in recessions. We also find that, except for the period after 1945, dividend … yields predict dividend growth rates …

Persistent link: https://www.econbiz.de/10011870101

Management forecasting ability and predictive ability of dividend changes for future earnings

Chang, Hsihui; Ishida, Souhei; Kochiyama, Takuma - In: Journal of accounting, auditing & finance : JAAF 39 (2024) 1, pp. 304-331

Persistent link: https://www.econbiz.de/10014584603

Predicting returns and dividend growth : the role of non-Gaussian innovations

Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - In: Finance research letters 46 (2022) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013341435

Discussion of "The impact of analysts' forecast errors and forecast revisions on stock prices"

Eames, Michael - In: Journal of business finance & accounting : JBFA 35 (2008) 5/6, pp. 741-747

Persistent link: https://www.econbiz.de/10003742905

A service of the

zbw