Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Shyh-Wei Chen, Zixiong Xie
| Year of publication: |
March 2017
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|---|---|
| Authors: | Chen, Shyh-Wei ; Xie, Zixiong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 339-354
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| Subject: | Present value model | Bubble | Asymmetric adjustment | Structural break | Strukturbruch | Dividende | Dividend | Börsenkurs | Share price | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Kointegration | Cointegration | Kapitaleinkommen | Capital income | Schätzung | Estimation | ARCH-Modell | ARCH model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747311