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Testing Return Predictability with the Dividend-growth Equation

Testing Return Predictability with the Dividend-growth Equation
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ISBN-10 : OCLC:1159931955
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Book Synopsis Testing Return Predictability with the Dividend-growth Equation by : Erik Hjalmarsson

Download or read book Testing Return Predictability with the Dividend-growth Equation written by Erik Hjalmarsson and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Testing Return Predictability with the Dividend-growth Equation Related Books

Testing Return Predictability with the Dividend-growth Equation
Language: en
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Testing Return Predictability with the Dividend-growth Equation

Authors: Erik Hjalmarsson
Categories:
Type: BOOK - Published: 2019 - Publisher:

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The dog that did not bark : a defense of return predictability
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The dog that did not bark : a defense of return predictability

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Abstract: To question the statistical significance of return predictability, we cannot specify a null that simply turns off that predictability, leaving dividen
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This dissertation includes three chapters in which the first two are on return predictability and the third is on yield curve and yield factors. The abstract of
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Dividend Growth and Return Predictability

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We re-examine dividend growth and return predictability evidence using 165 years of data from the Brussels Stock Exchange. The conventional wisdom holds that ti
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Dividend Momentum and Stock Return Predictability

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A long tradition in macro-finance studies the joint dynamics of aggregate stock returns and dividends using vector autoregressions (VARs), imposing the cross-eq