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An empirical examination of the price-dividend relation with dividend management. (2000). Ackert, Lucy ; Hunter, William C..
In: Working Paper Series.
RePEc:fip:fedhwp:wp-00-22.

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  1. Long-horizon equity return predictability: some new evidence for the United Kingdom. (2004). wetherilt, anne ; Wells, Simon .
    In: Bank of England working papers.
    RePEc:boe:boeewp:244.

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  2. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:2:p:177-195.

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References

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  2. Speed of Price Adjustment in Indian Stock Market: A Paradox. (2020). Mondal, Sayanti ; Kayal, Parthajit.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09303-7.

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  3. On the Timing and Pricing of Dividends: Comment. (2016). Schulz, Florian.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:10:p:3185-3223.

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  4. Bubbles and the Weibull distribution: was there an explosive bubble in US stock prices before the global economic crisis?. (2015). Kim, Sang Bong ; Yuhn, Ky-Hyang ; Nam, Joo Ha .
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  5. On the Hybrid Nature of REITs. (2012). Coulson, N. Edward ; Boudry, Walter ; Kallberg, Jarl ; Liu, Crocker.
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  7. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Emekter, Riza ; Jirasakuldech, Benjamas.
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  8. Does firm value move too much to be justified by subsequent changes in cash flow. (2008). Yogo, Motohiro ; Larrain, Borja.
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  9. Miller and Modigliani, Predictive Return Regressions and Cointegration*. (2008). wright, stephen ; Robertson, Donald ; Alessandri, Piergiorgio.
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  10. Systematic Mispricing in European Equity Prices?. (2007). Berneburg, Marian .
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  11. Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?. (2007). Yogo, Motohiro ; Larrain, Borja.
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  12. Permanent and transitory components of earnings, dividends, and stock prices. (2007). Pan, Ming-Shiun.
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  13. Excess Volatility in European Equity Style Indices - New Evidence. (2006). Berneburg, Marian .
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  14. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions. (2006). wright, stephen ; Robertson, Donald.
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  15. The Dividend Pricing Model: New Evidence from the Korean Housing Market. (2006). Hwang, Min ; Son, Jae-Young.
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  16. Does firm value move too much to be justified by subsequent changes in cash flow?. (2005). Yogo, Motohiro ; Larrain, Borja.
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  18. Excess Volatility and UK Investment Trusts. (2005). Agyei-Ampomah, Sam ; Agyeiampomah, Samuel ; Davies, J R.
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  19. U.S. stock prices and macroeconomic fundamentals. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
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  20. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
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  22. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
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  24. An empirical examination of the price-dividend relation with dividend management. (2000). Ackert, Lucy ; Hunter, William C..
    In: Working Paper Series.
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    Full description at Econpapers || Download paper

  25. Intrinsic bubbles: the case of stock prices: a comment. (1999). Ackert, Lucy ; Hunter, William C..
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  26. Intrinsic Bubbles: The Case of Stock Prices: Comment. (1999). Ackert, Lucy ; Hunter, William C..
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  28. Bubbles or noise? Reconciling the results of broad-dividend variance-bounds tests. (1998). TeSelle, Garrett.
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  29. A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles.. (1996). Coleman, Wilbur ; Bansal, Ravi.
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  31. Speculative Behaviour, Regime-Switching, and Stock Market Crashes. (1995). van Norden, Simon.
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