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A Panel Analysis Of The Stock Return–Dividend Yield Relation: Predicting Returns And Dividend Growth

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  • DAVID G. MCMILLAN
  • MARK E. WOHAR

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Suggested Citation

  • David G. Mcmillan & Mark E. Wohar, 2013. "A Panel Analysis Of The Stock Return–Dividend Yield Relation: Predicting Returns And Dividend Growth," Manchester School, University of Manchester, vol. 81(3), pages 386-400, June.
    • Handle: RePEc:bla:manchs:v:81:y:2013:i:3:p:386-400
    DOI: 10.1111/manc.2013.81.issue-3
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    Citations

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    Cited by:

    1. David G. McMillan, 2021. "Forecasting sector stock market returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 291-300, July.
    2. McMillan, David G., 2019. "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, vol. 48(C), pages 228-242.
    3. McMillan, David G., 2019. "Predicting firm level stock returns: Implications for asset pricing and economic links," The British Accounting Review, Elsevier, vol. 51(4), pages 333-351.
    4. David G. McMillan, 2016. "Stock return predictability and market integration: The role of global and local information," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1178363-117, December.
    5. McMillan, David G., 2014. "Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 90-101.
    6. Boucher, C. & Jasinski, A. & Tokpavi, S., 2023. "Conditional mean reversion of financial ratios and the predictability of returns," Journal of International Money and Finance, Elsevier, vol. 137(C).
    7. Lawrenz, Jochen & Zorn, Josef, 2017. "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 159-184.

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