Adjusted dividend-price ratios and stock return predictability: Evidence from China
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DOI: 10.1016/j.irfa.2020.101618
Abstract: Abstract This paper examines the predictive ability of dividend-price ratios on stock returns in the Chinese A-share market. The results show that in both the in-sample and out-of-sample settings, stock returns are positively predicted by… read more here.
Keywords: dividend; ratios stock; price ratios; dividend price ... See more keywords