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Nonstationary expected returns : Implications for tests of market efficiency and serial correlation in returns

Ball, Ray; Kothari, S. P. - In: Journal of Financial Economics 25 (1989) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10005477817

Problems in measuring portfolio performance An application to contrarian investment strategies

Ball, Ray; Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 38 (1995) 1, pp. 79-107

Persistent link: https://www.econbiz.de/10005376570

Stock return variation and expected dividends : A time-series and cross-sectional analysis

Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 31 (1992) 2, pp. 177-210

Persistent link: https://www.econbiz.de/10005376702

The relation between the return interval and betas : Implications for the size effect

Handa, Puneet; Kothari, S. P.; Wasley, Charles - In: Journal of Financial Economics 23 (1989) 1, pp. 79-100

Persistent link: https://www.econbiz.de/10005362651

Measuring long-horizon security price performance

Kothari, S. P.; Warner, Jerold B. - In: Journal of Financial Economics 43 (1997) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10005362823

Book-to-market, dividend yield, and expected market returns: A time-series analysis

Kothari, S. P.; Shanken, Jay - In: Journal of Financial Economics 44 (1997) 2, pp. 169-203

Persistent link: https://www.econbiz.de/10005362903

The evolving relation between earnings, dividends, and stock repurchases

Skinner, Douglas J. - In: Journal of Financial Economics 87 (2008) 3, pp. 582-609

This paper examines how the relation between earnings and payout policy has evolved over the last three decades. Three principal groups of payers have emerged: firms that pay dividends and make regular repurchases, firms that make regular repurchases, and firms that make occasional repurchases....

Persistent link: https://www.econbiz.de/10005477878

Special dividends and the evolution of dividend signaling

DeAngelo, Harry; DeAngelo, Linda; Skinner, Douglas J. - In: Journal of Financial Economics 57 (2000) 3, pp. 309-354

Persistent link: https://www.econbiz.de/10005478212

Are dividends disappearing? Dividend concentration and the consolidation of earnings

DeAngelo, Harry; DeAngelo, Linda; Skinner, Douglas J. - In: Journal of Financial Economics 72 (2004) 3, pp. 425-456

Persistent link: https://www.econbiz.de/10005372487

Options markets and stock return volatility

Skinner, Douglas J. - In: Journal of Financial Economics 23 (1989) 1, pp. 61-78

Persistent link: https://www.econbiz.de/10005362620