𝔖 Bobbio Scriptorium
✦   LIBER   ✦

REITs, Decimalization, and Ex-dividend Stock Prices

✍ Scribed by William G. Hardin; Kartono Liano; Gow-Cheng Huang; Gregory L. Nagel


Book ID
106513797
Publisher
Springer US
Year
2007
Tongue
English
Weight
175 KB
Volume
34
Category
Article
ISSN
0895-5638

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Price–Dividend Ratios and Stock Price Pr
✍ 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–

Stock return predictability and dividend
✍ David G. McMillan; Mark E. Wohar 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB

## Abstract This paper examines the forecasting ability of the dividend–price ratio for international stock market returns. Hitherto, existing research has only considered this issue in sample and in a linear framework. Hence, this paper provides the first systematic study of non‐linear forecasting

On Markov error-correction models, with
✍ Zacharias Psaradakis; Martin Sola; Fabio Spagnolo 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB

## Abstract This paper considers Markov error‐correction (MEC) models in which deviations from the long‐run equilibrium are characterized by different rates of adjustment. To motivate our analysis and illustrate the various issues involved, our discussion is structured around the analysis of the lo