Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets

We consistently show that in large equity markets, the dividend-price ratio is significantly related with the growth of future dividends. In order to uncover this relationship, we use monthly dividends and a mixed data sampling technique which allows us to cope with within-year seasonality. Our appr...

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Bibliographic Details
Main Authors: Panagiotis Asimakopoulos, Stylianos Asimakopoulos, Nikolaos Kourogenis, Emmanuel D. Tsiritakis
Format: Default Article
Published: 2017
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Dividend growth
Dividend-price ratio
Predictability
Dividend smoothing
Mixed data sampling
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/26705
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https://hdl.handle.net/2134/26705

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