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- W1569265240 abstract "This paper empirically assesses the ability of dividend yields to predict future tock returns in Germany assuming efficient markets and rational expectations. Since the order of integration of repressors are not exactly known, a bound procedure, namely a n autoregressive distributed lag (ARDL) model, is applied to test for cointegrating relationships among future stock returns and today’s divided yields. It is also capable of dealing with the controversial issue of exogeneity of the dividend yield. ARDL and error-correction models are estimated for (future) stock returns and the dividend yield based on consistent estimates and standard normal asymptotic theory.(This abstract was borrowed from another version of this item.)" @default.
- W1569265240 created "2016-06-24" @default.
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- W1569265240 date "2004-01-01" @default.
- W1569265240 modified "2023-09-28" @default.
- W1569265240 title "Dividend Yields for Forecasting Stock Market Returns - An ARDL Cointegration Analysis for Germany" @default.
- W1569265240 hasPublicationYear "2004" @default.
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