Search Results - subject:"Present Value Model"

A sustainability transition on the move? Evidence based on the disconnect from market fundamentals

Alessi, Lucia; Hirschbühl, Dominik; Rossi, Alessandro - 2022

-switching augmented version of the present-value model. Using monthly data on the European stock market from 2005 to 2022, our model …

Persistent link: https://www.econbiz.de/10014278471

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-19

The log-linearized present value model (PVM) has been widely used in corporate finance to understand the long …

Persistent link: https://www.econbiz.de/10014332685

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

The log-linearized present value model (PVM) has been widely used in corporate finance to understand the long …

Persistent link: https://www.econbiz.de/10013470997

Is Indonesia's current account balance optimal? : evidence from an intertemporal approach

Garg, Bhavesh; Prabheesh, K. P. - In: Bulletin of monetary economics and banking 25 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013483216

A sustainability transition on the move? : evidence based on the disconnect from market fundamentals

Alessi, Lucia; Hirschbühl, Dominik; Rossi, Alessandro - 2022

-switching augmented version of the present-value model. Using monthly data on the European stock market from 2005 to 2022, our model …

Persistent link: https://www.econbiz.de/10013358983

Sup-ADF-style bubble-detection methods under test

Monschang, Verena; Wilfling, Bernd - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 145-172

Persistent link: https://www.econbiz.de/10012585891

Return predictability and valuation ratios: Sector-level evidence on the Johannesburg Stock Exchange

Chipunza, Kudakwashe Joshua; Muguto, Hilary Tinotenda; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-27

Africa, this study employs an apposite present value model, accounts for structural breaks and investigates the non …

Persistent link: https://www.econbiz.de/10014001391

Sup-ADF-style bubble-detection methods under test

Monschang, Verena; Wilfling, Bernd - In: Empirical Economics 61 (2020) 1, pp. 145-172

In this paper, we analyze the capacity of supremum augmented Dickey–Fuller (SADF), generalized SADF (GSADF), and of several heteroscedasticity-adjusted sup-ADF-style tests for detecting and date-stamping financial bubbles. Our Monte Carlo simulations find that the majority of the sup-ADF-style...

Persistent link: https://www.econbiz.de/10014504230

An experimental analysis of German farmers' decisions to buy or rent farmland

Buchholz, Matthias; Danne, Michael; Mußhoff, Oliver - 2020

deviate substantially from normative predictions from the present value model. …

Persistent link: https://www.econbiz.de/10012151392

An experimental analysis of German farmers' decisions to buy or rent farmland

Buchholz, Matthias; Danne, Michael; Mußhoff, Oliver - Agricultural Land Markets - Efficiency and Regulation - 2020

deviate substantially from normative predictions from the present value model. …

Persistent link: https://www.econbiz.de/10012150134

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