dividend (income) investors and growth investors in conditions of competition and financing limitations. The goal of this … article is to identify the financial performance indicators of public companies, influencing their Tobin's q, for dividend … reflect financial performance specifics of dividend (income) stock companies and growth stock companies for the quantitative …

accurate forecasts relative to alternatives, including the traditional dividend yield. This remains true even after excluding …

The T 3 settlement rule for stock trades allows the dividend-eligible investors to give buy orders on the third trading … day preceding the dividend payment day (day T-3) for a trade to be settled on the dividend payment day (day T). I document … high dividend yield stocks, illiquid stocks, and stocks with higher institutional holdings …

should better forecast stock index returns. We propose a dividend model that predicts, out-of-sample, 31.3% of the variation … in annual dividend growth rates (1976-2015). Further, when learning about dividend dynamics is incorporated into a long …

apply tests of monotonic relation. The principal findings are as follows. The high dividend stocks perform markedly better … supplemented with the evidence of monotonic relation: the higher dividend yields, the higher mean returns. However, the abnormal … returns related to dividend yields are characteristic largely only for big- and midcaps. We find very weak evidence for the …

predict stock returns. I construct a new economy-wide dividend price ratio that takes into account dividends and market … in-sample and out-of-sample annual adjusted R2 of 15.35% and 16.28%, compared to the standard dividend price ratio values … that the economy-wide dividend price ratio subsumes the standard dividend price ratio …

Aggregate dividend growth is widely thought to be unpredictable by the dividend price ratio. I show that this lack of … regression of dividend growth on the dividend price ratio goes from being negative (-1.18%) to being positive (17.54%) and ….76%) and returns (1.86% to 4.40%). Out-of-sample R2 for dividend growth and returns are large and statistically significant. I …

This study examines the relationship between dividend yield and stock returns for firms in the United Arab Emirates …, where there are no taxes on dividend incomes and capital gains. Following methods of Black and Scholes (1974) and …. Our results are robust after we exclude periods with dividend omission and control for Fama-French factors …

Purpose: The aim of our paper is twofold. First, we examine the predictive ability of log bookmarket, dividend …-price, earnings-price and dividend-earnings ratios on the most recent data set of the strongest securities in the UK economy; unlike … the majority of the studies in this data set, our analysis is not limited on returns but further investigates dividend and …

We examine price impacts from dividend flows. Event study estimates show that stocks experience abnormal returns on the … dividend distribution day. Results also show a spillover effect to non-dividend-paying stocks that are likely to be part of the … same benchmark portfolio as the dividend-paying stocks. Regression results indicate that the effect is dependent on the …