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Predicting the equity premium with dividend ratios: Reconciling the evidence · Study

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ArticlePredicting the equity premium with dividend ratios: Reconciling the evidence

Neil Kellard2010

OA

Articlegreen2010

Predicting the equity premium with dividend ratios: Reconciling the evidence

Neil Kellard · John C. Nankervis · Fotios I. Papadimitriou

56 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1994Comparing Predictive Accuracy 1989Business conditions and expected returns on stocks and bonds 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?1988Stock Prices, Earnings, and Expected Dividends 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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2014Forecasting returns: New European evidence 2015Information Demand and Stock Return Predictability 2014Forecasting Stock Returns: Do Commodity Prices Help?2016International stock return predictability: Evidence from new statistical tests

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Year2010

Typearticle

Published2010-04-13

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations56

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2010.04.002

openalex_workW132030658

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