Why do dividend yields forecast stock returns?

DOI10.1016/0165-1765(94)90010-8zbMath0818.90023OpenAlexW2091064962MaRDI QIDQ1342680

Allan G. Timmermann

Publication date: 12 January 1995

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90010-8

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Asset Prices in an Exchange Economy

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