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Payout yield, risk, and mispricing: A Bayesian analysis · Study

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ArticlePayout yield, risk, and mispricing: A Bayesian analysis

Jay A. Shanken2011

Article2011

Payout yield, risk, and mispricing: A Bayesian analysis

Jay A. Shanken · Ane Miren Tamayo

35 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

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1985Does the Stock Market Overreact?1973An Intertemporal Capital Asset Pricing Model 1990Noise Trader Risk in Financial Markets 1994Contrarian Investment, Extrapolation, and Risk 1987Expected stock returns and volatility 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 1989Business conditions and expected returns on stocks and bonds

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2014What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio

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Year2011

Typearticle

Published2011-12-08

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations35

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2011.12.002

openalex_workW2049533182

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