Are dividends disappearing and is the life-cycle theory of dividends relevant to Canadian stock market?

Allocation of Stock Dividends Between the Life Beneficiary and Remainderman

Allocation of Stock Dividends Between the Life Beneficiary and Remainderman

Stock Prices, Earnings, and Expected Dividends

Long historical averages of real earnings help forecast present values of future real dividends. With aggregate U.S. stock market data (1871-1986), a vector-autoregressive forecast of the present value of future dividends is, for each year, roughly a weighted average of moving-average arnings and current real price, with between two thirds and three fourths of the weight on the earnings measure...

Dividends Aren t Disappearing: Evidence from the UK

Despite a documented decline in the number of dividend payers in the UK it is found that aggregate real dividends paid by industrials actually increased between 1979 and 2000. This was attributed to the firms lost from the sample being generally small distributors of dividends whilst the growth in payments by large firms more than compensated for the effect of the former. As a result a concentr...

Uncertain stock model with periodic dividends

References [1] F. Black and P. Karasinski, Bond and option pricing when short-term rates are lognormal, Financial Analysts Journal, Vol. 47, No. 4, 52-59, 1991. [2] F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy, Vol. 81, 637-654, 1973. [3] J. C. Cox, J. E. Ingersoll, and S.A. Ross, An intertemporal general equilibrium model of asset pric...