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Nonlinearity in the stock price–dividend relation · Study

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ArticleNonlinearity in the stock price–dividend relation

Angelos Kanas2005

Article2005

Nonlinearity in the stock price–dividend relation

91 citations·0/0 files stored·Journal of International Money and Finance

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

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References

2012The Econometrics of Financial Markets 1994Comparing Predictive Accuracy 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 1988Stock Prices, Earnings, and Expected Dividends 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1987Cointegration and Tests of Present Value Models

Cited by

2006Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model 2019A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change 2008Parametric and nonparametric Granger causality testing: Linkages between international stock markets 2009Determinants of Share Price Movements in Bangladesh : Dividends and Retained Earnings

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Year2005

Typearticle

Published2005-04-26

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations91

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2005.03.003

openalex_workW2014019006

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