//-->
Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji, (2020)
The predictability of aggregate Japanese stock returns : implications of dividend yield
Chen, Sichong, (2012)
Control-ownership disparity and stock market Predictability : evidence from Korean chaebols
Joe, Denis Yongmin, (2018)
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua, (2016)
A refined asymptotic framework for dividend yield in predictive regressions
Price momentum and reversal : an information cascade rationale