MIDAS and dividend growth predictability : revisiting the excess volatility puzzle
Year of publication: |
2025
|
---|---|
Authors: | Quaye, Enoch Nii Boi ; Tunaru, Radu ; Voukelatos, Nikolaos |
Published in: |
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association. - Lubbock, Tex. : College of Business Administration, Texas Tech University, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 48.2025, 1, p. 295-319
|
Subject: | Dividende | Dividend | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan, (1996)
-
Timmermann, Allan, (1994)
-
Asset-pricing implications of dividend volatility
Li, Yan, (2013)
- More ...
-
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi, (2022)
-
Quaye, Enoch Nii Boi, (2024)
-
Regional development, innovation systems and service companies’ performance
Afrifa, Godfred Adjapong, (2022)
- More ...