SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Dividend variability and variance bounds tests for the rationality of stock market prices
7 references·16 citing·34 second hop
Dividend variability and variance bounds tests for the rationality of stock market prices (1983)Dividend variability and variance bounds …Financial statement analysis (2007)Financial statement analysisThe Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Dividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)DISTRIBUTION OF INCOMES OF CO…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Two Pillars of Asset Pricing (2014)Two Pillars of Asset PricingSpeculative Asset Prices (2014)Speculative Asset PricesECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…Why Did Individual Stocks Become More Volatile?* (2006)Why Did Individual Stocks Bec…Anomalies and Market Efficiency (2002)Anomalies and Market Efficien…Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (1996)Excess Volatility and Predict…On Testing for Speculative Bubbles (1990)On Testing for Speculative Bu…Liquidity and interest rates (1990)Liquidity and interest ratesFads in the Initial Public Offering Market? (1990)Fads in the Initial Public Of…Intrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…Dividend Innovations and Stock Price Volatility (1988)Dividend Innovations and Stoc…Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation (1988)Bubbles, Fads and Stock Price…Dividend Behavior for the Aggregate Stock Market (1987)Dividend Behavior for the Agg…Dividend Innovations and Stock Price Volatility (1986)Dividend Innovations and Stoc…Cointegration and Tests of Present Value Models (1986)Cointegration and Tests of Pr…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Indivisible labor and the business cycle (1985)Liquidity, loanable funds, and real activity (1992)Monetary Policy in the Euro Area (2001)Money, credit and banking (2006)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)Restructuring through spinoffs (1993)Stabilization Activities by Underwriters after Initial Public Offerings (2000)IPO Underpricing and After-Market Liquidity (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Behavior of Stock-Market Prices (1965)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Commodity Booms and Busts (2010)Financial Crises: Explanations, Types and Implications (2013)Postwar U.S. Business Cycles: An Empirical Investigation (1997)A Study of the Environmental Disclosure Practices of Australian Corporations (1996)The public disclosure of environmental performance information—a dual test of media agenda setting theory and legitimacy theory (1998)Are Selling, General, and Administrative Costs “Sticky”? (2003)The Capital Structure Puzzle (1984)Introduction: epistemic communities and international policy coordination (1992)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES3,426 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 2007Financial statement analysis1,022 cited

Cited by

  • 1990Liquidity and interest rates639 cited
  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 1990Fads in the Initial Public Offering Market?412 cited
  • 2014Speculative Asset Prices402 cited
  • 1989Intrinsic Bubbles: The Case of Stock Prices388 cited
  • 1990On Testing for Speculative Bubbles385 cited
  • 1988Dividend Innovations and Stock Price Volatility382 cited
  • 2006Why Did Individual Stocks Become More Volatile?*381 cited
  • 1986

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Dividend Innovations and Stock Price Volatility
313 cited
  • 1987Dividend Behavior for the Aggregate Stock Market305 cited
  • 2002Anomalies and Market Efficiency300 cited
  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited
  • 2014Two Pillars of Asset Pricing291 cited
  • 1988Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation287 cited
  • 1986Cointegration and Tests of Present Value Models260 cited
  • 1996Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning259 cited