Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
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Cited by:
- Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015. "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 117-132.
- Chang‐Jin Kim & Cheolbeom Park, 2013.
"Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, August.
- Chang-Jin Kim & Cheolbeom Park, 2013. "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, August.
- Chang-Jin Kim & Cheolbeom Park, 2012. "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Discussion Paper Series 1205, Institute of Economic Research, Korea University.
- Ilaria Piatti & Fabio Trojani, 2020.
"Dividend Growth Predictability and the Price–Dividend Ratio,"
Management Science, INFORMS, vol. 66(1), pages 130-158, January.
- Ilaria Piatti & Fabio Trojani, 2012. "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series 12-42, Swiss Finance Institute.
- Larrain, Borja & Yogo, Motohiro, 2008.
"Does firm value move too much to be justified by subsequent changes in cash flow,"
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- Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston.
- Borja Larrain & Motohiro Yogo, 2007. "Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?," NBER Working Papers 12847, National Bureau of Economic Research, Inc.
- Carmelo Giaccotto & Alain Krapl, 2014. "Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 523-550, December.
- Jakob B Madsen & E Philip Davis, 2006.
"Equity Prices, Productivity Growth and 'The New Economy',"
Economic Journal, Royal Economic Society, vol. 116(513), pages 791-811, July.
- Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Economics and Finance Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
- Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth, and the 'New Economy'," EPRU Working Paper Series 04-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth and 'The New Economy," FRU Working Papers 2004/11, University of Copenhagen. Department of Economics. Finance Research Unit.
- Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Public Policy Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
- Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008. "Miller and Modigliani, Predictive Return Regressions and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, April.
- Kwang Hun Choi & Chang‐Jin Kim & Cheolbeom Park, 2017. "Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 417-441, March.
- Nebojsa Dimic & Vitaly Orlov & Janne Äijö, 2019. "Bond–Equity Yield Ratio Market Timing in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1), pages 52-79, April.
- Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 81-101, January.
- Helmut Herwartz & Malte Rengel & Fang Xu, 2016. "Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1655-1690, December.
- Issam Samiri, 2021. "Macroeconomic Effects of Firms' Underspending in Times of Abundant Credit," BCAM Working Papers 2102, Birkbeck Centre for Applied Macroeconomics.
- Demetrios Eliades & Olaf Weeken, 2005. "The stock market and capital accumulation: an application to UK data," Bank of England working papers 251, Bank of England.
- Long Chen & Zhi Da & Richard Priestley, 2012. "Dividend Smoothing and Predictability," Management Science, INFORMS, vol. 58(10), pages 1834-1853, October.
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