dividend yield (DY)
A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand
... A compound Ornstein–Uhlenbeck process is applied to create a model that can calculate the dividend yield represented in a sample case of Stock Exchange of Thailand index in which earning yield is ...
9
Demographics and the Long Horizon Returns of Dividend Yield Strategies in the US
... As highlighted in our hypothesis development, this study is focused on investigating the relationships over the long-run horizon. The definition of long-horizon that we use here is 10- years, a time frame that is also ...
37
Alternative Approach for the Solution of the Black Scholes Partial Differential Equation for European Call Option
... Financial modeling in the area of option valuation involves detailed knowledge about stochastic processes de- scribing the asset payoffs. In this paper, we developed an alternative approach for the solution of the ...
8
European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield
... constant dividend yield (CDC), the Black– Scholes–Merton model with stochastic dividend yield (SDC), and the Black–Scholes– Merton model with stochastic earning yield ...
15
The regional pricing of risk: An empirical investigation of the MENA equity determinants
... rates, yield spread, current account deficit, dividend yield and economic growth factors are identified as the key factors that drive regional financial integration in the MENA ...
14
Autonomy, de facto and de jure
... and dividend yield, while idp is the product of industry dummy variable and dividend ...the dividend yield and the two dummy ...its dividend thus its returns, which was our ...
40
Predicting Sustainable Retirement Withdrawal Rates Using Valuation and Yield Measures
... This study attempts to quantify whether a 4 percent withdrawal rate can still be considered as safe for U.S. retirees in recent years when earnings valuations have been at historical highs and the dividend ...
22
Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return
... pay dividend only if they do not have any prosperous investment ...to dividend, investors prefer lower (zero) dividends (Brennan, ...on dividend and also the marginal stockholder tax rates (Elton ...
12
Dividend Yield and Stock Return in Different Economic Environment: Evidence from Malaysia
... Dividend yield is a good predictor of stock return, but their relation in different market conditions is ...(dividend yield) differently in different market ...between dividend yields ...
10
Rational bubbles and volatility persistence in India stock market
... log dividend yield in Bombay Stock ...log dividend yield is consistent with the evidence of rational bubble in the stock price ...log dividend and the log price on daily, weekly, and ...
18
Stock Price Volatility and Dividend Policy in Pakistan
... Dividend policy measures are one of the most fundamental factors which can affect the entire makeup of the organization and also managers are very careful in dividend policy ...between dividend ...
7
Online Full Text
... Abstract—This paper presents the accuracy of binomial model for the valuation of standard options with dividend yield in the context of Black-Scholes model. It is observed that the binomial model gives a ...
12
Financial Development and Economic Growth in Oil Dependent Economy: The case of Bahrain
... and dividend yield of the market in ...and dividend yield of the country, while inflation was ineffective and thus removed from the cointegration ...and dividend yield in the ...
25
Time varying global and local sources of risk in Russian stock market
... index dividend yield in excess of the one-month Eurodollar rate (XDYD), the change in the ...Russian dividend yield in excess of the one-month Eurodollar rate (RXDY) and the change n emerging ...
31
Conditional performance in different states of the economy: evidence from U.K. unit trusts
... low dividend yield states are equal to zero, with the excep- tion of the Growth & income ...high dividend yield state is signiicantly less than zero at the 95 percent conidence ...when ...
8
Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market
... real dividend, the mean was ...the dividend yield accounted for ...real dividend are not normally ...real dividend exhibits normal ...
14
Determinants of P/E Ratio: An Empirical Study on Listed Manufacturing Companies in DSE
... ratio. Dividend yield has statistically significant impact on P/E ...of dividend yield indicates a negative impact and theoretically this relationship is also valid because the denominator of ...
8
Impact of Dividend Policy, Earning per Share, Return on Equity, Profit after Tax on Stock Prices
... of dividend yield, dividend payout ratio, return on equity, earning per share and profit after tax on stock prices in ...indicate dividend yield and dividend payout ratio which ...
8
Effect of dividend policy on the performance of listed oil and gas firms in Nigeria
... of dividend. This study therefore investigated the effect of dividend policy on the performance of listed oil and gas firms in Nigeria spanning from ...that dividend payout ratio and retained ...
14
Can financial ratios predict the Malaysian stock return?
... of dividend yield carried the positive expected sign and is statistically ...that dividend yield is a significant predictor of future stock return and is positively correlate with stock ...the ...
5