Risk, Return and Dividends
收藏NBER2007-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12843
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资源简介：
We characterize the joint dynamics of dividends, expected returns, stochastic volatility, and prices. In particular, with a given dividend process, one of the processes of the expected return, the stock volatility, or the price-dividend ratio fully determines the other two. For example, together
提供机构：
美国国家经济研究局
创建时间：
2007-01-01
