Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets
We consistently show that in large equity markets, the dividend-price ratio is significantly related with the growth of future dividends. In order to uncover this relationship, we use monthly dividends and a mixed data sampling technique which allows us to cope with within-year seasonality. Our appr...
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| Main Authors: | , , , |
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| Format: | Default Article |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/26705 |
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