Stock return predictability and dividend-price ratio: a nonlinear approach

International Journal of Finance & Economics ◽

10.1002/ijfe.401 ◽

2009 ◽

pp. n/a-n/a ◽

Author(s):

David G. McMillan ◽

Mark E. Wohar

Keyword(s):

Stock Return ◽

Return Predictability ◽

Price Ratio ◽

Stock Return Predictability ◽

Nonlinear Approach

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Stock Return Predictability: Using the Cyclical Component of the Price Ratio

SSRN Electronic Journal ◽

10.2139/ssrn.3178714 ◽

2018 ◽

Author(s):

David G. McMillan

Keyword(s):

Stock Return ◽

Return Predictability ◽

Price Ratio ◽

Stock Return Predictability ◽

Cyclical Component

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Stock return predictability: Using the cyclical component of the price ratio

Research in International Business and Finance ◽

10.1016/j.ribaf.2018.12.014 ◽

2019 ◽

Vol 48 ◽

pp. 228-242

Author(s):

David G. McMillan

Keyword(s):

Stock Return ◽

Return Predictability ◽

Price Ratio ◽

Stock Return Predictability ◽

Cyclical Component

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An Investigation on the Stock Return Predictability of Dividend Yield and Earning-Price Ratio

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2010.9.3.004 ◽

2010 ◽

Vol 9 (3) ◽

pp. 61-87 ◽

Author(s):

Chung,Chung-Hyun ◽

김수경

Keyword(s):

Stock Return ◽

Return Predictability ◽

Price Ratio ◽

Dividend Yield ◽

Stock Return Predictability

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The Economic Significance of Some Simple Models of Time Series Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.151790 ◽

1999 ◽

Author(s):

Ben NMI1 Jacobsen

Keyword(s):

Time Series ◽

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Economic Significance ◽

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Real Assets Investor Sentiment and International Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2564071 ◽

2015 ◽

Author(s):

Nikos C. Papapostolou ◽

Panos K. Pouliasis ◽

Nikos K. Nomikos ◽

Ioannis Kyriakou

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Predictability ◽

Stock Return Predictability ◽

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Offshore Sales Networks and Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3455426 ◽

2019 ◽

Author(s):

John (Jianqiu) Bai ◽

Priya Garg ◽

Chi Wan

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability

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Employee Sentiment and Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3640661 ◽

2020 ◽

Author(s):

Efthymia Symitsi ◽

Panagiotis Stamolampros

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability

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China Markets and Global Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.3683475 ◽

2020 ◽

Author(s):

Yulong Sun

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

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International Stock Return Predictability: Statistical Evidence and Economic Significance

SSRN Electronic Journal ◽

10.2139/ssrn.949700 ◽

2006 ◽

Author(s):

Pierre Giot ◽

Mikael Petitjean

Keyword(s):

Stock Return ◽

Return Predictability ◽

Statistical Evidence ◽

Stock Return Predictability ◽

Economic Significance

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US Stock return predictability with high dimensional models

Finance Research Letters ◽

10.1016/j.frl.2021.102194 ◽

2021 ◽

pp. 102194

Author(s):

Afees A. Salisu ◽

Jean Paul Tchankam

Keyword(s):

Stock Return ◽

Return Predictability ◽

High Dimensional ◽

Stock Return Predictability ◽

Dimensional Models

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