Dividend variability and variance bounds tests for the rationality of stock market prices

Dividend variability and variance bounds tests for the rationality of stock market prices

"August 1984."

Bibliographic Details
Other Authors:	Marsh, Terry A.
Language:	eng
Published:	Massachusetts Institute of Technology 2003
Subjects:	HD28 .M414 no.1584-, 84 Stocks Prices
Online Access:	http://hdl.handle.net/1721.1/2088

Similar Items

Earnings variablility and variance bounds tests for the rationality of stock market prices
Published: (2003)

Do markets differ much?
Published: (2003)

The measurement of monopoly power in dynamic markets
Published: (2003)

The sensitivity of a linear program solution to changes in matrix coefficients
Published: (2003)

A finitely converging cutting plane technique
Published: (2003)

Organizational issues in the introduction of new technologies
Published: (2003)

Applications of a generalization of a set intersection theorem of Von Neumann
Published: (2003)

Autonomy in the industrial R&D lab
Published: (2003)

On the current state of the stock market rationality hypothesis
Published: (2003)

Long-term memory in stock market prices
Published: (2003)

Corporate financing and investment decisions when firms have information that investors do not have
Published: (2003)

Capital structure puzzle
Published: (2003)

Tradeoffs in designing organizations : implications for new forms of human organizations and computer systems
Published: (2003)

Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients
Published: (2003)

Price theory and the role of marketing science
Published: (2003)

A test of the capital asset pricing model on European stock markets
Published: (2003)

The present value model of rational commodity pricing
Published: (2003)

Managing quality improvement
Published: (2003)

An integrated theory of the economic long wave
Published: (2003)

A planning methodology for integrating management support systems
Published: (2003)

Econometric diagnosis of competitive localization
Published: (2003)

Changing role of the corporate information systems officer
Published: (2003)

An ordered probit analysis of transaction stock prices
Published: (2003)

The effect of inflation on stock prices : international evidence
Published: (2003)

Option pricing when underlying stock returns are discontinuous
Published: (2003)

Risk, inflation, and the stock market
Published: (2003)

Earnings information conveyed by dividend initiations and omissions
Published: (2003)

Maximizing predictability in the stock and bond markets
Published: (2003)

On the relation between option and stock prices : a convex optimization approach
Published: (2003)

Inflation and corporate financial management
Published: (2003)

Simple tests of distribution effects on macroeconomic equations
Published: (2003)

Designing a manufacturing strategy
Published: (2003)

Risk aversion and determinants of stock market behavior
Published: (2003)

Output and welfare implications of monopolistic third-degree price discrimination
Published: (2003)

When are contrarian profits due to stock market overreaction?
Published: (2003)

Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach
Published: (2003)

Barrier functions and interior-point algorithms for linear programming with zero-, one-, or two-sided bounds on the variables
Published: (2003)

Combinatorial theorems on the simplotope that generalize results on the simplex and cube
Published: (2003)

Engaging top management in information planning and development : a case study
Published: (2003)

Capital market theory and the pricing of financial securities
Published: (2003)