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ArticleStock return variation and expected dividends

S.P. Kothari1992

Article1992

Stock return variation and expected dividends

S.P. Kothari · Jay A. Shanken

152 citations·0/0 files stored·Journal of Financial Economics

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

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References

1984Corporate financing and investment decisions when firms have information that investors do not have 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers 1973Risk, Return, and Equilibrium: Empirical Tests 1985Does the Stock Market Overreact?1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?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

Cited by

2011Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas 2018Understanding Momentum and Reversal 2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 1994Expected Returns, Time-Varying Risk, and Risk Premia 2014Expected Returns and Dividend Growth Rates Implied by Derivative Markets

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Year1992

Typearticle

Published1992-04-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations152

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(92)90003-g

openalex_workW1506920896

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