The term structure of implied dividend yields and expected returns
Year of publication: |
2015
|
---|---|
Authors: | Bilson, John F. ; Kang, Sang Baum ; Luo, Hong |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 128.2015, p. 9-13
|
Subject: | Predictive regression | Dividend yield | Dividend price ratio | Sharpe ratio | Stochastic dominance | Dividende | Dividend | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
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