Results 241 to 250 of about 91,568 (298)

Spanish stock returns, growth, and inflation, 1900–2020

The Economic History Review, EarlyView.
Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi, Stefan O. Houpt, Miguel Artola Blanco   +2 more
wiley   +1 more source

Investor attention and corporate social responsibility of family businesses in Vietnam: The moderating role of CEO overpower. [PDF]

PLoS One
Duong KD, Nguyen HTH, Truong PH, Le HTP.
europepmc   +1 more source

Balancing Scientific and Commercial Interests: The European Health Data Space Response to Commercial Scientific Research. [PDF]

Inquiry
Yao X, Sun Z, Man H.
europepmc   +1 more source

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Dividend Stability, Dividend Yield and Stock Returns: UK Evidence

Journal of Business Finance & Accounting, 2000
This paper establishes an empirical role for two measures of dividend stability (as a proxy for dividend policy) in explaining UK stock returns. There is little systematic empirical evidence concerning the relation between dividend stability, dividend yield and stock returns despite the fact that a variety of theoretical models point to dividend policy
Ap Gwilym, O., Morgan, G., Thomas, S.
openaire   +3 more sources

Dividend yield and expected returns

Journal of Financial Economics, 1990
Abstract Previous research examining the relation between dividend yield and equity returns documents a U-shaped pattern arising from the positive CAPM-adjusted average excess return of zero-dividend firms. In contrast, this paper reports that zero-dividend firms earn negative average excess returns relative to firms of similar size.
openaire   +3 more sources

Investors and dividend yields

The Quarterly Review of Economics and Finance, 2020
Abstract This paper examines investor preferences for holding stocks with different dividend yields in a low market interest rate environment. Using a unique dataset reflecting the ultimate stock ownership in publicly traded Swedish firms, we examine if different categories of investors have specific preferences for dividends and the size of the ...
H. Kent Baker, Adri De Ridder, Jonas Råsbrant   +2 more
openaire   +1 more source

Revisiting Dividend Growth Predictability via Dividend Yield

SSRN Electronic Journal, 2013
One of the main theoretical implications of the present value approach on firm valuation is the hypothesis that dividend yield has a predictive power on future dividend growth. The relevant literature, however, was not able to provide evidence that clearly supports this hypothesis.
Panagiotis Asimakopoulos, Stylianos Asimakopoulos, Nikolaos Kourogenis, Emmanuel D. Tsiritakis   +3 more
openaire   +1 more source

A Longer Look at Dividend Yields

The Journal of Business, 1995
Abstract This article brings the research on survivorship together with research on predicting the stock market. A key argument of the article is that studies of long-term prediction can and should take into account the fact that a market has survived. Survival looks like a rebound, ex post. If stock market crises were always followed by
Philippe Jorion, William N. Goetzmann
openaire   +2 more sources

Are Ex-day Dividend Clientele Effects Dead? Dividend Yield verses Dividend Size

SSRN Electronic Journal, 2004
We document new evidence that the ex-dividend day stock price behavior in the U.S. is inconsistent with the tax explanation in several aspects. We find that within a tick multiple, as dividend size increases, dividend yields increase, but the price-drop-to-dividend ratios decrease.
Tongshu Ma, Keith Jakob
openaire   +1 more source

Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size

Journal of Empirical Finance, 2007
Abstract We devise an approach to determine whether market microstructure or taxes influence ex‐dividend behavior. We find that microstructure effects of automated limit order adjustments strongly influence ex‐day prices for dividends less than or equal to a tick.
Keith J. Jakob, Tongshu Ma
openaire   +1 more source