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Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
16 references·10 citing·37 second hopsampled
Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks (2015)Dividend Yields, Dividend Growth, and Ret…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…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…A 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: …Predicting returns with financial ratios (2004)Predicting returns with finan…Bad Beta, Good Beta (2004)Bad Beta, Good BetaPredictive regressions (1999)Predictive regressionsConsumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Consumption and Portfolio Dec…Understanding Risk and Return (1993)Understanding Risk and ReturnDividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Stock return predictability and cyclical movements in valuation ratios (2023)Stock return predictability a…Dividends and share repurchases during the COVID‐19 economic crisis (2023)Dividends and share repurchas…Cash-flow or return predictability at long horizons? The case of earnings yield (2020)Cash-flow or return predictab…Cash Flow News and Stock Price Dynamics (2020)Cash Flow News and Stock Pric…New Evidence on Conditional Factor Models (2018)New Evidence on Conditional F…Macro variables and the components of stock returns (2015)Macro variables and the compo…Cross-sectional return dispersion and the equity premium (2015)Cross-sectional return disper…Credit conditions and stock return predictability (2015)Credit conditions and stock r…Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (2015)Are stock prices related to t…Stock Return and Cash Flow Predictability: The Role of Volatility Risk (2012)Stock Return and Cash Flow Pr…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)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)… and the Cross-Section of Expected Returns (2015)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)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)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Comparing Predictive Accuracy (1994)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1999Predictive regressions1,614 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 Predictability1,227 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited

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  • 2004Predicting returns with financial ratios1,002 cited
  • Cited by

    • 2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test135 cited
    • 2015Cross-sectional return dispersion and the equity premium82 cited
    • 2018New Evidence on Conditional Factor Models62 cited
    • 2015Macro variables and the components of stock returns58 cited
    • 2012Stock Return and Cash Flow Predictability: The Role of Volatility Risk55 cited
    • 2023Stock return predictability and cyclical movements in valuation ratios54 cited
    • 2015Credit conditions and stock return predictability52 cited
    • 2020Cash Flow News and Stock Price Dynamics43 cited
    • 2020Cash-flow or return predictability at long horizons? The case of earnings yield27 cited
    • 2023Dividends and share repurchases during the COVID‐19 economic crisis24 cited