Expected Returns and Expected Dividend Growth
نویسندگان
چکیده
منابع مشابه
Expected returns on value, growth, and HML☆
Article history: Received 26 September 2009 Received in revised form 22 March 2010 Accepted 6 April 2010 Available online 13 April 2010 In this paper, I analyze the predictability of returns on value and growth portfolios and examine time variation of the expected value premium. As a primary tool, I use the filtering technique, which accounts for time variation in expected cash flows and explic...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2002
ISSN: 1556-5068
DOI: 10.2139/ssrn.320244