We re-examine dividend growth and return predictability evidence using 165 years of data from the Brussels Stock … Exchange. The conventional wisdom holds that time-varying dividend yield is predominately explained by changes in expected … returns and that expected dividend growth is only weakly forecastable. However, we find robust dividend growth predictability …

-the dividend and earnings yields-on the South African market, at both aggregated and sectoral level. Unlike most studies in South …

/U.K. (1629-1812), U.K. (1813-1870) and U.S. (1871-2015). We show that dividend yields are stationary and consistently forecast …We combine annual stock market data for the most important equity markets of the last four centuries: the Netherlands … business cycle, with expected returns increasing in recessions. We also find that, except for the period after 1945, dividend …

/U.K. (1629-1812), U.K. (1813-1870) and U.S. (1871-2015). We show that dividend yields are stationary and consistently forecast …We combine annual stock market data for the most important equity markets of the last four centuries: the Netherlands … business cycle, with expected returns increasing in recessions. We also find that, except for the period after 1945, dividend …

Firms whose quarterly earning announcements closely meet the most recent analyst consensus forecast enjoy higher long …