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Some Further Evidence in Relation to Short Termism of Stock Prices

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  • Ian Davidson
  • John Okunev
  • Mark Tippett

Abstract

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Suggested Citation

  • Ian Davidson & John Okunev & Mark Tippett, 1996. "Some Further Evidence in Relation to Short Termism of Stock Prices," Working Paper Series 57, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    • Handle: RePEc:uts:wpaper:57
    as

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    File URL: http://www.finance.uts.edu.au/research/wpapers/wp57.pdf
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    References listed on IDEAS

    as
    1. Campbell, J.Y. & Shiller, R.J., 1988. "Stock Prices, Earnings And Expected Dividends," Papers 334, Princeton, Department of Economics - Econometric Research Program.
    2. Fama, Eugene F. & French, Kenneth R., 1988. "Dividend yields and expected stock returns," Journal of Financial Economics, Elsevier, vol. 22(1), pages 3-25, October.
    3. Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," Journal of Finance, American Finance Association, vol. 47(4), pages 1461-1484, September.
    4. repec:bla:jfinan:v:43:y:1988:i:3:p:661-76 is not listed on IDEAS
    5. Marsh, Terry A & Merton, Robert C, 1987. "Dividend Behavior for the Aggregate Stock Market," The Journal of Business, University of Chicago Press, vol. 60(1), pages 1-40, January.
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    Cited by:

    1. Gordon de Brouwer, 1999. "Deregulation and Open Capital Markets: The Australian Experience Before Wallis," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 6(1), pages 51-68.
    2. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, January.

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