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Dividend growth and return predictability: A long-run re-examination of conventional wisdom
16 references·0 citing·39 second hop
Dividend growth and return predictability: A long-run re-examination of conventional wisdom (2019)Dividend growth and return predictability…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…Dissecting Anomalies (2007)Dissecting AnomaliesA Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Efficient tests of stock return predictability☆ (2006)Efficient tests of stock retu…What Drives Firm‐Level Stock Returns? (2002)What Drives Firm‐Level Stock …Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Stock Return Predictability: Is it There? (2001)Stock Return Predictability: …Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Predictive regressions (1999)Predictive regressionsValuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Monitoring the world economy, 1820-1992 (1996)Monitoring the world economy,…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)To Explain or to Predict? (2010)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The Science of Monetary Policy: A New Keynesian Perspective (1999)Expected Stock Returns and Variance Risk Premia (2009)Credit Spreads and Business Cycle Fluctuations (2012)Expected stock returns and volatility (1987)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Illiquidity and stock returns: cross-section and time-series effects (2002)Linking Entrepreneurship and Economic Growth (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)Reversal of Fortune: Geography and Institutions in the Making of the Modern World Income Distribution (2001)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)
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References

  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
  • 1996Monitoring the world economy, 1820-19922,413 cited
  • 1999Predictive regressions1,614 cited
  • 2007Dissecting Anomalies1,573 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,243 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 2006Efficient tests of stock return predictability☆994 cited
  • 2001Stock Return Predictability: Is it There?903 cited

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  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
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