157
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Essay in dividend modelling and forecasting: does nonlinearity help?

Pages 1329-1343 | Published online: 23 Jul 2009

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (7)

Elyas Elyasiani, Jingyi Jia & Hadi Movaghari. (2019) Determinants of dividend payout and dividend propensity in an emerging market, Iran: an application of the LASSO. Applied Economics 51:42, pages 4576-4596.
Read now
Ricardo M. Sousa. (2015) What is the impact of wealth shocks on asset allocation?. Quantitative Finance 15:3, pages 493-508.
Read now
Ricardo M. Sousa. (2014) The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics 46:2, pages 240-251.
Read now
RicardoM. Sousa. (2012) Wealth-to-income ratio and stock returns: evidence from the Euro Area. Applied Economics Letters 19:7, pages 619-622.
Read now
Fredj Jawadi & Georges Prat. (2012) Arbitrage costs and nonlinear adjustment in the G7 stock markets. Applied Economics 44:12, pages 1561-1582.
Read now
RicardoM. Sousa. (2012) Time-varying expected returns: evidence from the United States and the United Kingdom. Applied Economics Letters 19:5, pages 413-416.
Read now
Fredj Jawadi, Mohamed Hedi Arouri & Duc Khuong Nguyen. (2010) Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions. Applied Financial Economics 20:8, pages 669-680.
Read now

Articles from other publishers (5)

João M. Sousa & Ricardo M. Sousa. (2017) Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. Computational Economics 54:1, pages 139-176.
Crossref
João Sousa & Ricardo M. Sousa. (2017) Predicting risk premium under changes in the conditional distribution of stock returns. Journal of International Financial Markets, Institutions and Money 50, pages 204-218.
Crossref
Manuel J. Rocha Armada, Ricardo M. Sousa & Mark E. Wohar. (2015) Consumption growth, preference for smoothing, changes in expectations and risk premium. The Quarterly Review of Economics and Finance 56, pages 80-97.
Crossref
Mohamed El Hedi Arouri, Fredj Jawadi, Wael Louhichi & Duc Khuong Nguyen. 2011. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 143 160 .
Panagiotis Asimakopoulos, Stylianos Asimakopoulos, Nikolaos Kourogenis & Emmanuel D. Tsiritakis. (2013) Revisiting Dividend Growth Predictability via Dividend Yield. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.