Revisiting dividend yield dynamics and returns predictability : evidence from a time-varying ESTR model
Year of publication: |
2009
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Authors: | McMillan, David G. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 870-883
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Subject: | Dividende | Dividend | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Spekulationsblase | Bubbles | Industrieländer | Industrialized countries | 1973-2007 |
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