✦ LIBER ✦

Dividend policy and stock price volatility: Australian evidence

✍ Scribed by Allen, Dave E.; Rachim, Veronica S.

Book ID: 121446574
Publisher: Taylor and Francis Group
Year: 1996
Tongue: English
Weight: 222 KB
Volume: 6
Category: Article
ISSN: 0960-3107
DOI: 10.1080/096031096334402

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dividend policy and share price volatili

Dividend policy and share price volatility: UK evidence

✍ Hussainey, Khaled; Oscar Mgbame, Chijoke; Chijoke‐Mgbame, Aruoriwo M. 📂 Article 📅 2011 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 81 KB

Stock Return Volatility and Dividend Ann

Stock Return Volatility and Dividend Announcements

✍ Daniella Acker 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 167 KB

Dividend-Price Ratios and Stock Returns:

Dividend-Price Ratios and Stock Returns: International Evidence

✍ Cornell, Bradford 📂 Article 📅 2014 🏛 Institutional Investor 🌐 English ⚖ 579 KB

Oil Price Shocks and Volatility in Austr

Oil Price Shocks and Volatility in Australian Stock Returns

✍ Ratti, Ronald A.; Hasan, M. Zahid 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

Risk aversion and stock price volatility

Risk aversion and stock price volatility when dividends are difference stationary

✍ Kevin D. Salyer 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 285 KB

Price–Dividend Ratios and Stock Price Pr

Price–Dividend Ratios and Stock Price Predictability

✍ Jyh-Lin Wu; Yu-Hau Hu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB

## ABSTRACT A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–