Nonlinearity in the stock price-dividend relation

Journal of International Money and Finance

Volumn 24, Issue 4, 2005, Pages 583-606

  Kanas, Angelos ^a  

^a UNIVERSITY OF CRETE   (Greece)

Author keywords

Dividends; Locally weighted regression; Nonlinear cointegration; Nonlinear Granger causality; Present value model; Stock prices

Indexed keywords

EID: 20344408039     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.03.003     Document Type: Article

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