Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns
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DOI: 10.1111/jofi.12786
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Citations
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Cited by:
- Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann, 2020.
"Cash Flow News and Stock Price Dynamics,"
Journal of Finance, American Finance Association, vol. 75(4), pages 2221-2270, August.
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2019. "Cash Flow News and Stock Price Dynamics," CEPR Discussion Papers 14117, C.E.P.R. Discussion Papers.
- Christian P. Traeger, 2023. "ACE—Analytic Climate Economy," American Economic Journal: Economic Policy, American Economic Association, vol. 15(3), pages 372-406, August.
- Liao, Jia & Meng, Jie & Ren, Junfan & Zhang, Lin, 2024. "The impact of capital Inflow's features on the effectiveness of capital controls - Evidence from multinational data," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 273-284.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024.
"Belief Overreaction and Stock Market Puzzles,"
Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1450-1484.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2020. "Belief Overreaction and Stock Market Puzzles," NBER Working Papers 27283, National Bureau of Economic Research, Inc.
- Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023. "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, vol. 120(C).
- Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2020. "Implied Volatility Duration: A measure for the timing of uncertainty resolution," SAFE Working Paper Series 265, Leibniz Institute for Financial Research SAFE.
- Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2020.
"A mixed frequency approach for stock returns and valuation ratios,"
Economics Letters, Elsevier, vol. 187(C).
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2019. "A Mixed Frequency Approach for Stock Returns and Valuation Ratios," Discussion Paper Series 2019_08, Department of Economics, University of Macedonia, revised Nov 2019.
- Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022. "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, vol. 47(PA).
- Li, Kai & Xu, Chenjie, 2024. "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, vol. 157(C).
- Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2021. "Implied volatility duration: A measure for the timing of uncertainty resolution," Journal of Financial Economics, Elsevier, vol. 140(1), pages 127-144.
- Kuo‐Cheng Kuo & Wen‐Min Lu & Thanh Nhan Dinh, 2020. "Firm performance and ownership structure: Dynamic network data envelopment analysis approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(4), pages 608-623, June.
- Quaye, Enoch & Tunaru, Radu, 2022. "The stock implied volatility and the implied dividend volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Traeger, Christian, 2021. "ACE - Analytic Climate Economy," CEPR Discussion Papers 15968, C.E.P.R. Discussion Papers.
- Yu, Deshui & Huang, Difang, 2023. "Cross-sectional uncertainty and expected stock returns," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 321-340.
- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.
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