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Miller and Modigliani, Predictive Return Regressions and Cointegration. (2008). wright, stephen ; Robertson, Donald ; Alessandri, Piergiorgio.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:70:y:2008:i:2:p:181-207.

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  1. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions. (2006). wright, stephen ; Robertson, Donald.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:88:y:2006:i:1:p:91-99.

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References

References cited by this document

    References contributed by pfo235-9381

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    In: IJFS.
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  2. Speed of Price Adjustment in Indian Stock Market: A Paradox. (2020). Mondal, Sayanti ; Kayal, Parthajit.
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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 ; Nam, Joo Ha ; Yuhn, Ky-Hyang .
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  5. On the Hybrid Nature of REITs. (2012). Coulson, N. Edward ; Boudry, Walter ; Kallberg, Jarl ; Liu, Crocker.
    In: The Journal of Real Estate Finance and Economics.
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  6. What drives stock prices? Fundamentals, bubbles and investor behaviour. (2010). Fraser, Patricia ; Chen, Yen-Hsiao .
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  7. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Jirasakuldech, Benjamas ; Emekter, Riza .
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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.
    In: Journal of Financial Economics.
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  9. Miller and Modigliani, Predictive Return Regressions and Cointegration. (2008). wright, stephen ; Robertson, Donald ; Alessandri, Piergiorgio.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:70:y:2008:i:2:p:181-207.

    Full description at Econpapers || Download paper

  10. Systematic Mispricing in European Equity Prices?. (2007). Berneburg, Marian .
    In: IWH Discussion Papers.
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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.
    In: NBER Working Papers.
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  12. Permanent and transitory components of earnings, dividends, and stock prices. (2007). Pan, Ming-Shiun.
    In: The Quarterly Review of Economics and Finance.
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  13. Excess Volatility in European Equity Style Indices - New Evidence. (2006). Berneburg, Marian .
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    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:88:y:2006:i:1:p:91-99.

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  15. The Dividend Pricing Model: New Evidence from the Korean Housing Market. (2006). Quigley, John ; Hwang, Min ; Son, Jae-Young.
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  17. Rational bubbles or persistent deviations from market fundamentals?. (2005). Serletis, Apostolos ; Koustas, Zisimos.
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  18. Excess Volatility and UK Investment Trusts. (2005). Agyei-Ampomah, Sam ; Agyeiampomah, Samuel ; Davies, J R.
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  24. An empirical examination of the price-dividend relation with dividend management. (2000). Ackert, Lucy ; Hunter, William C..
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  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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  27. A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation*. (1998). Sougiannis, Theodore ; Penman, Stephen H.
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