Concepedia

Earnings yield and predictability in the dry bulk shipping industry

Ioannis C. Moutzouris, Nikos K. Nomikos

Transportation Research Part E Logistics and Transportation Review · 2019 · 17 citations · 26 references

DOI

Concepts

References

26

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

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Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

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Stock Prices, Earnings, and Expected Dividends

Robert J. Shiller, John Y. Campbell · Digital Access to Scholarship at Harvard (DASH) (Harvard University) · 2009 · 2.5K citations · Full text

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