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The term structure of implied dividend yields and expected returns
Work
Year: 2015
Type: article
Abstract: This paper proposes a new dividend-based S&P 500 Index return predictor, the implied dividend yield term structure (IDYTS). We show that the IDYTS is a "cleaner" predictor than its conventional counte... more
Cites: 13
Cited by: 16
Related to: 10
FWCI: 1.149
Citation percentile (by year/subfield): 90.56
Subfield: Finance
Open Access status: hybrid
APC paid (est): $2,690