Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles
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- Lucy Ackert & William Hunter, 2001.
"An Empirical Examination of the Price-Dividend Relation with Dividend Management,"
Journal of Financial Services Research,
Springer;Western Finance Association, vol. 19(2), pages 115-129, April.
- Lucy F. Ackert & William C. Hunter, 2000. "An empirical examination of the price-dividend relation with dividend management," Working Paper Series WP-00-22, Federal Reserve Bank of Chicago.
More about this item
KeywordsTESTS; FINANCIAL MARKET; STOCK MARKET; SHARES;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
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