Examining the dividend yield predictability in selected emerging stock markets
Dissertant
Thesis advisor
Comitee Members
al-Assaf, Tahir
al-Rujub, Samir
al-Zubi, Khalid Abd al-Al
University
Arab Academy for Financial and Banking Sciences
Faculty
The Faculty of Banking and Financial Sciences
Department
Department of Financial Management
University Country
Jordan
Degree
Ph.D.
Degree Date
2005
English Abstract
Stock returns predictability conditional on fundamentals has been studied for three-emerging markets (South Korea, Taiwan, Philippine) Consistence with summers (1986), Fama and French (1988a) and others.
The predictability cannot be found for short-period horizons for the majority of the markets and holding periods.
A positive association between holding periods and predictability has been strongly documented.
The negative relationship between stock returns and dividend yields implies that there are substantial bubbles in stock prices.
So variation in dividends is so small to swamp out the effect of bubbles.
Main Subjects
Economics & Business Administration
Topics
No. of Pages
82
Table of Contents
Table of contents.
Abstract.
Chapter one : Introduction and literature review.
Chapter two : Methodology.
Chapter three : An overview of the considered emerging stock markets.
Chapter four : Univariate analysis.
Chapter five : Empirical results and conclusions.
References.
American Psychological Association (APA)
al-Khazailah, Husayn H.. (2005). Examining the dividend yield predictability in selected emerging stock markets. (Doctoral dissertations Theses and Dissertations Master). Arab Academy for Financial and Banking Sciences, Jordan
https://search.emarefa.net/detail/BIM-306776
Modern Language Association (MLA)
al-Khazailah, Husayn H.. Examining the dividend yield predictability in selected emerging stock markets. (Doctoral dissertations Theses and Dissertations Master). Arab Academy for Financial and Banking Sciences. (2005).
https://search.emarefa.net/detail/BIM-306776
American Medical Association (AMA)
al-Khazailah, Husayn H.. (2005). Examining the dividend yield predictability in selected emerging stock markets. (Doctoral dissertations Theses and Dissertations Master). Arab Academy for Financial and Banking Sciences, Jordan
https://search.emarefa.net/detail/BIM-306776
Language
English
Data Type
Arab Theses
Record ID
BIM-306776
