The term structure of implied dividend yields and expected returns

DOI10.1016/J.ECONLET.2015.01.003zbMath1321.91116OpenAlexW1963982813MaRDI QIDQ498850

John F. O. Bilson, Sang Baum Kang, Hong Luo

Publication date: 29 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.01.003

zbMATH Keywords

stochastic dominanceSharpe ratiopredictive regressiondividend price ratiodividend yield

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Related Items (2)

On a Neural Network to Extract Implied Information from American Options ⋮ The stock implied volatility and the implied dividend volatility

Cites Work

• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

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