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The dividend-price ratio does predict dividend growth: International evidence

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Author Info
Tom Engsted () (School of Economics and Management, University of Aarhus and CREATES)
Thomas Q. Pedersen () (School of Economics and Management, University of Aarhus and CREATES)

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Abstract

Unpredictable dividend growth by the dividend-price ratio is considered a 'stylized fact' in post war US data. Using long-term data, covering more than 80 years from the US and three European countries, we revisit this stylized fact, and we also report results on return predictability. We find large cross-country differences regarding return and dividend growth predictability. For the US, we confirm Chen's (2008) finding of a 'tale of two periods' but with the important difference that short- and long-horizon real returns are significantly predictable in both sub-periods (1871- 1949 and 1950-2008), while long-horizon real dividend growth is unpredictable in the early period and significantly predictable in the 'wrong' direction in the post war period. These results are directly opposite to those reported by Chen using nominal returns and dividend growth. For the UK, the results are more or less similar to those for the US. For Sweden and Denmark we find no evidence of return predictability, but strong evidence of predictable dividend growth in the 'right' direction on both short and long horizons and over both the full sample periods and the post war period. We also document that implied long-horizon coefficients from VAR's often differ substantially from direct estimates in multi-year regres- sions. Throughout, we report both standard asymptotic tests and simulated small- sample tests and, following Cochrane (2008), we investigate the joint distribution of dividend-price ratio coefficients in return and dividend growth regressions.

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Paper provided by School of Economics and Management, University of Aarhus in its series CREATES Research Papers with number 2009-36.

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Length: 38
Date of creation: 23 Jul 2009
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Handle: RePEc:aah:create:2009-36

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Related research
Keywords: Dividend-price ratio; equity return and dividend growth; short- and long horizon predictability; VAR model; asymptotic and small-sample tests;

Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Andres, Christian & Betzer, André & Goergen, Marc & Renneboog, Luc, 2009. "Dividend policy of German firms: A panel data analysis of partial adjustment models," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 175-187, March. [Downloadable!] (restricted)
  2. Fama, Eugene F. & French, Kenneth R., 2001. "Disappearing dividends: changing firm characteristics or lower propensity to pay?," Journal of Financial Economics, Elsevier, vol. 60(1), pages 3-43, April. [Downloadable!] (restricted)
    Other versions:
  3. N. Gregory Mankiw & Jeffrey A. Miron, 1986. "The Changing Behavior of the Term Structure of Interest Rates," NBER Working Papers 1669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887 Elsevier. [Downloadable!] (restricted)
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  5. Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 274-315, June. [Downloadable!] (restricted)
  6. Renneboog, L.D.R. & Trojanowski, Grzegorz, 2005. "Control structures and payout policy," Discussion Paper 61, Tilburg University, Center for Economic Research. [Downloadable!]
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  7. Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July. [Downloadable!] (restricted)
  8. Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June. [Downloadable!] (restricted)
    Other versions:
  9. Engsted, Tom & Tanggaard, Carsten, 2001. "The Danish stock and bond markets: comovement, return predictability and variance decomposition," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 243-271, July. [Downloadable!] (restricted)
  10. Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Hodrick, Robert J, 1992. "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(3), pages 357-86. [Downloadable!] (restricted)
  12. von Eije, Henk & Megginson, William L., 2008. "Dividends and share repurchases in the European Union," Journal of Financial Economics, Elsevier, vol. 89(2), pages 347-374, August. [Downloadable!] (restricted)
  13. Lior Menzly & Tano Santos & Pietro Veronesi, 2004. "Understanding Predictability," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 1-47, February. [Downloadable!] (restricted)
  14. Lund, Jesper & Engsted, Tom, 1996. "GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 497-521, August. [Downloadable!] (restricted)
  15. John H. Cochrane, 2008. "The Dog That Did Not Bark: A Defense of Return Predictability," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1533-1575, July. [Downloadable!] (restricted)
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