On the dividend smoothing, signaling and the global financial crisis
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Douch, Mohamed & Farooq, Omar & Bouaddi, Mohammed, 2015. "Stock price synchronicity and tails of return distribution," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 1-11.
- Brown, Sarah & Greene, William H. & Harris, Mark N. & Taylor, Karl, 2015. "An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations," Economic Modelling, Elsevier, vol. 50(C), pages 228-236.
- repec:eee:ecmode:v:64:y:2017:i:c:p:502-512 is not listed on IDEAS
- repec:eee:ecmode:v:75:y:2018:i:c:p:336-354 is not listed on IDEAS
- repec:eee:finana:v:61:y:2019:i:c:p:255-273 is not listed on IDEAS
- repec:eee:ecmode:v:66:y:2017:i:c:p:244-257 is not listed on IDEAS
More about this item
KeywordsDividend smoothing; Signaling; Lintner model; Panel data; Tobit model; Global financial crisis; Muscat Securities Market;
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