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Applied Economics Letters Volume 17, 2010 - Issue 4
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Original Articles

Threshold cointegration and nonlinear adjustment between stock prices and dividends

Vicente Esteve Departmento de Economia Aplicada II, Universidad de Valencia, Valencia, 46022, SpainCorrespondence[email protected]
&
María A. Prats Departmento de Economia Aplicada, Universidad de Murcia, 30100, Murcia, Spain
Pages 405-410 | Published online: 04 Apr 2008

Citations (6)

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Read on this site (3)

Ailie Charteris & Kudakwashe J. Chipunza. (2020) Stock prices and dividends: A South African perspective. Investment Analysts Journal 49:1, pages 1-15.
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T. Tamakoshi & S. Hamori. (2016) Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift. Applied Economics Letters 23:2, pages 151-155.
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Jochen Lawrenz. (2013) Time-series properties of the dividend–price ratio with social dynamics. Applied Economics 45:5, pages 569-579.
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Articles from other publishers (3)

Vicente Esteve, Manuel Navarro-Ibáñez & María A. Prats. (2020) Stock prices, dividends, and structural changes in the long-term: The case of U.S.. The North American Journal of Economics and Finance 52, pages 101126.
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P.S. Nirmala, P.S. Sanju & M. Ramachandran. (2014) Long-run causal nexus between share price and dividend. Journal of Asia Business Studies 8:2, pages 136-145.
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Claude Bergeron. (2011) Dividend growth, stock valuation, and long-run risk. Journal of Economics and Finance 37:4, pages 547-559.
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