Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/24940
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dc.contributor.authorMcMillan, David-
dc.contributor.authorWohar, Mark E-
dc.date.accessioned2017-02-09T22:12:16Z-
dc.date.issued2013-06-
dc.identifier.urihttp://hdl.handle.net/1893/24940-
dc.description.abstractWe investigate dividend yield predictability for stock returns and dividend growth for eight countries over the period 1973–2010. We employ panel methods and report evidence of such predictive power over the full sample. An examination by decade reveals that the predictive ability for stock returns and dividend growth varies with time. Indeed, the strength of this predictability switches between returns and dividend growth. In the 1970s only returns were predicted, while in the 1980s only dividend growth was predicted. In the 1990s and 2000s, both variables were predicted, although the coefficient magnitude and strength of the statistical relationship changes.en_UK
dc.publisherWiley-Blackwell-
dc.relationMcMillan D & Wohar ME (2013) A panel analysis of the stock returndividend yield relation: Predicting returns and dividend growth, Manchester School, 81 (3), pp. 386-400.-
dc.rightsThe publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.-
dc.titleA panel analysis of the stock returndividend yield relation: Predicting returns and dividend growthen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2999-12-31T00:00:00Z-
dc.rights.embargoreasonThe publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.-
dc.identifier.doihttp://dx.doi.org/10.1111/j.1467-9957.2011.02281.x-
dc.citation.jtitleManchester School-
dc.citation.issn1463-6786-
dc.citation.volume81-
dc.citation.issue3-
dc.citation.spage386-
dc.citation.epage400-
dc.citation.publicationstatusPublished-
dc.citation.peerreviewedRefereed-
dc.type.statusPublisher version (final published refereed version)-
dc.author.emaildavid.mcmillan@stir.ac.uk-
dc.citation.date08/04/2012-
dc.contributor.affiliationAccounting and Finance-
dc.contributor.affiliationUniversity of Nebraska at Omaha-
dc.rights.embargoterms2999-12-31-
dc.rights.embargoliftdate2999-12-31-
dc.identifier.isi000318029100009-
Appears in Collections:Accounting and Finance Journal Articles

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