Procyclicality of the comovement between dividend growth and consumption growth

Journal of Financial Economics ◽

10.1016/j.jfineco.2020.07.013 ◽

2021 ◽

Vol 139 (1) ◽

pp. 288-312 ◽

Author(s):

Nancy R. Xu

Keyword(s):

Consumption Growth ◽

Dividend Growth

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Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth

SSRN Electronic Journal ◽

10.2139/ssrn.2493703 ◽

2014 ◽

Author(s):

David G. McMillan

Keyword(s):

Stock Returns ◽

Time Varying ◽

Consumption Growth ◽

Dividend Growth

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Time-varying Predictability for Stock Returns, Dividend Growth and Consumption Growth

International Journal of Finance & Economics ◽

10.1002/ijfe.1522 ◽

2015 ◽

Vol 20 (4) ◽

pp. 362-373 ◽

Author(s):

David G. McMillan

Keyword(s):

Stock Returns ◽

Time Varying ◽

Consumption Growth ◽

Dividend Growth

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Procyclicality of the Comovement between Dividend Growth and Consumption Growth

SSRN Electronic Journal ◽

10.2139/ssrn.2657635 ◽

2016 ◽

Author(s):

Nancy R. Xu

Keyword(s):

Consumption Growth ◽

Dividend Growth

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Stock Return, Dividend Growth and Consumption Growth Predictability Across Markets and Time: Implications for Stock Price Movement

SSRN Electronic Journal ◽

10.2139/ssrn.2467064 ◽

2013 ◽

Author(s):

David G. McMillan

Keyword(s):

Stock Price ◽

Stock Return ◽

Consumption Growth ◽

Price Movement ◽

Dividend Growth

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Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement

International Review of Financial Analysis ◽

10.1016/j.irfa.2014.07.011 ◽

2014 ◽

Vol 35 ◽

pp. 90-101 ◽

Author(s):

David G. McMillan

Keyword(s):

Stock Price ◽

Stock Return ◽

Consumption Growth ◽

Price Movement ◽

Dividend Growth

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High Dividend Yield Does Predict Lower Dividend Growth: A Natural Experiment

SSRN Electronic Journal ◽

10.2139/ssrn.1107192 ◽

2008 ◽

Author(s):

Kevin Chiang

Keyword(s):

Natural Experiment ◽

Dividend Yield ◽

Dividend Growth

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Revisiting Dividend Growth Predictability via Dividend Yield

SSRN Electronic Journal ◽

10.2139/ssrn.2335627 ◽

2013 ◽

Author(s):

Panagiotis Asimakopoulos ◽

Stylianos Asimakopoulos ◽

Nikolaos Kourogenis ◽

Emmanuel D. Tsiritakis

Keyword(s):

Dividend Yield ◽

Dividend Growth

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On Equity Premium and Dividend Growth Predictability: Economic Fundamentals Matter!

SSRN Electronic Journal ◽

10.2139/ssrn.2497060 ◽

2014 ◽

Author(s):

Jiahan Li ◽

Ilias Tsiakas

Keyword(s):

Equity Premium ◽

Economic Fundamentals ◽

Dividend Growth

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Intrinsic Bubbles in Stock Prices Under Persistent Dividend Growth Rates

SSRN Electronic Journal ◽

10.2139/ssrn.3320234 ◽

2019 ◽

Author(s):

Faisal M. Awwal ◽

Prasad V. Bidarkota

Keyword(s):

Growth Rates ◽

Stock Prices ◽

Dividend Growth

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Predicting Aggregate Dividend Growth

SSRN Electronic Journal ◽

10.2139/ssrn.972675 ◽

2007 ◽

Author(s):

Richard Priestley ◽

Ian Garrett

Keyword(s):

Dividend Growth

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