-
1
-
-
84993918887
-
Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
-
Ackert, L. F., and B. F. Smith, 1993, "Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders," Journal of Finance, 48, 1147-1160.
-
(1993)
Journal of Finance
, vol.48
, pp. 1147-1160
-
-
Ackert, L.F.1
Smith, B.F.2
-
2
-
-
0016355478
-
A New Look at the Statistical Identification Model
-
Akaike, H., 1974, "A New Look at the Statistical Identification Model," IEEE Transactions on Automated Control, 19,716-723.
-
(1974)
IEEE Transactions on Automated Control
, vol.19
, pp. 716-723
-
-
Akaike, H.1
-
3
-
-
0001356406
-
Permanent versus Transitory Components of Annual Earnings and Estimation Error in Earnings Response Coefficients
-
Ali, A., and P. Zarowin, 1992, "Permanent versus Transitory Components of Annual Earnings and Estimation Error in Earnings Response Coefficients," Journal of Accounting and Economics, 15, 249-264.
-
(1992)
Journal of Accounting and Economics
, vol.15
, pp. 249-264
-
-
Ali, A.1
Zarowin, P.2
-
4
-
-
0000571641
-
Cash Distributions to Shareholders
-
Bagwell, L. S., and J. B. Shoven, 1989, "Cash Distributions to Shareholders," Journal of Economic Perspectives, 3, 129-140.
-
(1989)
Journal of Economic Perspectives
, vol.3
, pp. 129-140
-
-
Bagwell, L.S.1
Shoven, J.B.2
-
5
-
-
85016078433
-
The Dynamic Effects of Aggregate Demand and Supply Disturbances
-
Blanchard, O. J., and D. Quah, 1989, "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, 79, 655-673.
-
(1989)
American Economic Review
, vol.79
, pp. 655-673
-
-
Blanchard, O.J.1
Quah, D.2
-
6
-
-
0004179740
-
-
McGraw Hill, New York
-
Brealey, R. A., and S. C. Meyers, 1988, Principles of Corporate Finance, (3rd ed.), McGraw Hill, New York.
-
(1988)
Principles of Corporate Finance, (3rd Ed.)
-
-
Brealey, R.A.1
Meyers, S.C.2
-
7
-
-
0000075807
-
The Tax Structure and Corporate Dividend Policy
-
Brittain, J. A., 1964, "The Tax Structure and Corporate Dividend Policy," American Economic Review, 54, 272-287.
-
(1964)
American Economic Review
, vol.54
, pp. 272-287
-
-
Brittain, J.A.1
-
9
-
-
84936220056
-
Cointegration and Tests of Present Value Models
-
Campbell, J. Y., and R. J. Shiller, 1987, "Cointegration and Tests of Present Value Models," Journal of Political Economy, 95, 1062-1088.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 1062-1088
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
10
-
-
0000333732
-
Interpreting Cointegrated Models
-
Campbell, J. Y, and R. J. Shiller, 1988a, "Interpreting Cointegrated Models," Journal of Economic Dynamics and Control, 12, 505-522.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 505-522
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
11
-
-
84977717068
-
Stock Prices, Earnings and Expected Dividends
-
Campbell, J. Y, and R. J. Shiller, 1988b, "Stock Prices, Earnings and Expected Dividends," Journal of Finance, 43, 661-676.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
12
-
-
0000007521
-
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
-
Campbell, J. Y., and R. J. Shiller, 1989, "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," Review of Financial Studies, 1, 195-228.
-
(1989)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
14
-
-
21344494250
-
Repurchase Premiums as a Reason for Dividends: A Dynamic Model of Corporate Payout Policies
-
Chowdhry, B., and V. Nanda, 1994, "Repurchase Premiums as a Reason for Dividends: A Dynamic Model of Corporate Payout Policies," Review of Financial Studies, 7, 321-350.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 321-350
-
-
Chowdhry, B.1
Nanda, V.2
-
16
-
-
85036258669
-
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
-
Dickey, D. A., and W. A. Fuller, 1979, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association, 74, 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
17
-
-
0000013567
-
Cointegration and Error Correction: Representation, Estimation and Testing
-
Engle, R. F., and C. W. J. Granger, 1987, "Cointegration and Error Correction: Representation, Estimation and Testing," Econometrica, 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
18
-
-
45949119851
-
Forecasting and Testing in Cointegrated Systems
-
Engle, R. F., and B. S. Yoo, 1987, "Forecasting and Testing in Cointegrated Systems," Journal of Econometrics, 35, 143-159.
-
(1987)
Journal of Econometrics
, vol.35
, pp. 143-159
-
-
Engle, R.F.1
Yoo, B.S.2
-
19
-
-
84880736337
-
Dividend Policy: An Empirical Analysis
-
Fama, E. F., and H. Babiak, 1968, "Dividend Policy: An Empirical Analysis," Journal of the American Statistical Association, 63, 1132-1161.
-
(1968)
Journal of the American Statistical Association
, vol.63
, pp. 1132-1161
-
-
Fama, E.F.1
Babiak, H.2
-
20
-
-
0002056097
-
Dividend Yields and Expected Stock Returns
-
Fama, E. F., and K. R. French, 1988a, "Dividend Yields and Expected Stock Returns," Journal of Financial Economics, 22, 3-25.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 3-25
-
-
Fama, E.F.1
French, K.R.2
-
21
-
-
84936823605
-
Permanent and Temporary Components of Stock Prices
-
Fama, E. F., and K. R. French, 1988b, "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, 96, 246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
23
-
-
0010942106
-
Formulating and Estimating Dynamic Linear Rational Expectations Models
-
Hansen, L. P., and T. J. Sargent, 1980, "Formulating and Estimating Dynamic Linear Rational Expectations Models," Journal of Economic Dynamics and Control, 2, 7-46.
-
(1980)
Journal of Economic Dynamics and Control
, vol.2
, pp. 7-46
-
-
Hansen, L.P.1
Sargent, T.J.2
-
24
-
-
0043277332
-
Earnings Information Conveyed by Dividend Initiations and Omissions
-
Healey, P., and K. Palepu, 1988, "Earnings Information Conveyed by Dividend Initiations and Omissions," Journal of Financial Economics, 21, 149-175.
-
(1988)
Journal of Financial Economics
, vol.21
, pp. 149-175
-
-
Healey, P.1
Palepu, K.2
-
25
-
-
84944836061
-
Dividends, Dilution and Taxes: A Signalling Equilibrium
-
John, K., and J. Williams, 1985, "Dividends, Dilution and Taxes: A Signalling Equilibrium," Journal of Finance, 40, 1053-1070.
-
(1985)
Journal of Finance
, vol.40
, pp. 1053-1070
-
-
John, K.1
Williams, J.2
-
27
-
-
85033753340
-
-
working paper, Stern School of Business, New York University
-
Juster, A., 1994, "A Dynamic Model of Dividend Policy," working paper, Stern School of Business, New York University.
-
(1994)
A Dynamic Model of Dividend Policy
-
-
Juster, A.1
-
28
-
-
0011611776
-
-
working paper, Syracuse University
-
Kao, C., and C. Wu, 1991, "Rational Expectations, Information Signaling and Dividend Adjustment to Permanent Earnings," working paper, Syracuse University.
-
(1991)
Rational Expectations, Information Signaling and Dividend Adjustment to Permanent Earnings
-
-
Kao, C.1
Wu, C.2
-
29
-
-
84936387719
-
Variance Bounds Tests and Stock Price Valuation Models
-
Kleidon, A. W., 1986, "Variance Bounds Tests and Stock Price Valuation Models," Journal of Political Economy, 94, 953-1001.
-
(1986)
Journal of Political Economy
, vol.94
, pp. 953-1001
-
-
Kleidon, A.W.1
-
30
-
-
0000055398
-
Earnings Innovations, Earnings Persistence, and Stock Returns
-
Kormendi, R., and R. Lipe, 1987, "Earnings Innovations, Earnings Persistence, and Stock Returns," Journal of Business, 60, 323-345.
-
(1987)
Journal of Business
, vol.60
, pp. 323-345
-
-
Kormendi, R.1
Lipe, R.2
-
31
-
-
84977738102
-
Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation
-
Lee, B S., 1992, "Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation," Journal of Finance, 47, 1591-1604.
-
(1992)
Journal of Finance
, vol.47
, pp. 1591-1604
-
-
Lee, B.S.1
-
32
-
-
21844510850
-
The Response of Stock Prices to Permanent and Temporary Shocks to Dividends
-
Lee, B. S., 1995, "The Response of Stock Prices to Permanent and Temporary Shocks to Dividends," Journal of Financial and Quantitative Analysis, 30, 1-22.
-
(1995)
Journal of Financial and Quantitative Analysis
, vol.30
, pp. 1-22
-
-
Lee, B.S.1
-
33
-
-
0002744905
-
Distribution of Incomes of Corporations among Dividends, Retained Earnings, and Taxes
-
Lintner, J., 1956, "Distribution of Incomes of Corporations among Dividends, Retained Earnings, and Taxes," American Economic Review, 46, 97-113.
-
(1956)
American Economic Review
, vol.46
, pp. 97-113
-
-
Lintner, J.1
-
34
-
-
0011671728
-
The Determinants of Corporate Savings
-
W. W. Heller (ed.), University of Minnesota Press, Minneapolis
-
Lintner, J., 1963, "The Determinants of Corporate Savings," in W. W. Heller (ed.), Savings in the Modern Economy, University of Minnesota Press, Minneapolis; 230-255.
-
(1963)
Savings in the Modern Economy
, pp. 230-255
-
-
Lintner, J.1
-
35
-
-
0002772595
-
Dividend Behavior for the Aggregate Stock Market
-
Marsh, T. A., and R. C. Merton, 1987, "Dividend Behavior for the Aggregate Stock Market," Journal of Business, 60, 1-40.
-
(1987)
Journal of Business
, vol.60
, pp. 1-40
-
-
Marsh, T.A.1
Merton, R.C.2
-
36
-
-
0001320179
-
Behavioral Rationality in Finance: The Case of Dividends
-
Miller, M. H., 1986a, "Behavioral Rationality in Finance: The Case of Dividends," Journal of Business, 59, s451-s468.
-
(1986)
Journal of Business
, vol.59
-
-
Miller, M.H.1
-
37
-
-
0347270705
-
-
working paper, Graduate School of Business, University of Chicago
-
Miller, M. H., 1986b, "The Information Content of Dividends," working paper, Graduate School of Business, University of Chicago.
-
(1986)
The Information Content of Dividends
-
-
Miller, M.H.1
-
38
-
-
0001699517
-
Dividend Policy, Growth and the Valuation of Shares
-
Miller, M. H., and F. Modigliani, 1961, "Dividend Policy, Growth and the Valuation of Shares," Journal of Business, 34, 411-433.
-
(1961)
Journal of Business
, vol.34
, pp. 411-433
-
-
Miller, M.H.1
Modigliani, F.2
-
39
-
-
84939429904
-
Dividend Policy under Asymmetric Information
-
Miller, M. H., and K. Rock, 1985, "Dividend Policy under Asymmetric Information," Journal of Finance, 40, 1031-1051.
-
(1985)
Journal of Finance
, vol.40
, pp. 1031-1051
-
-
Miller, M.H.1
Rock, K.2
-
40
-
-
0002158052
-
Mean Reversion in Stock Prices: Evidence and Implications
-
Poterba, J. M., and L. H. Summers, 1988, "Mean Reversion in Stock Prices: Evidence and Implications," Journal of Financial Economics, 22, 27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
41
-
-
0000230255
-
The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
-
Quah, D., 1992, "The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds," Econometrica, 60, 107-118.
-
(1992)
Econometrica
, vol.60
, pp. 107-118
-
-
Quah, D.1
-
42
-
-
0001721508
-
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
-
Sims, C. A., 1980a, "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, 70, 250-257.
-
(1980)
American Economic Review
, vol.70
, pp. 250-257
-
-
Sims, C.A.1
-
43
-
-
0000997472
-
Macroeconomics and Reality
-
Sims, C. A., 1980b, "Macroeconomics and Reality," Econometrica, 48, 1-48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.A.1
-
44
-
-
0001216365
-
An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note
-
Smirlock, M., and W. Marshall, 1983, "An Examination of the Empirical Relationship between the Dividend and Investment Decisions: A Note," Journal of Finance, 38, 1659-1667.
-
(1983)
Journal of Finance
, vol.38
, pp. 1659-1667
-
-
Smirlock, M.1
Marshall, W.2
-
45
-
-
0002980380
-
Univariate Detrending Methods with Stochastic Trends
-
Watson, M., 1986, "Univariate Detrending Methods with Stochastic Trends," Journal of Monetary Economics, 18, 49-75.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 49-75
-
-
Watson, M.1
|