On the Predictability of Japanese Stock Returns using Dividend Yield

• Material Type: 規格・テクニカルリポート類
• Title: On the Predictability of Japanese Stock Returns using Dividend Yield
• Author/Editor: 青野, 幸平; 祝迫, 得夫
• Author Heading: 青野, 幸平 アオノ, コウヘイ; 祝迫, 得夫 イワイサコ, トクオ
• Publication, Distribution, etc.: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
• Publication Date: 2009-08-18
• Publication Date (W3CDTF): 2009-08-18
• Contributor: 日本経済の物価変動ダイナミクスの解明 = Understanding Inflation Dynamics of the Japanese Economy
• Text Language Code: eng
• Subject Heading: dividend yield; stock returns; structural break test
• Target Audience: 一般
• Note (General): 出版タイプ： VoR
• Format (IMT): application/pdf
• Source: fulltext; https://hit-u.repo.nii.ac.jp/record/2052804/files/IFD_WP43.pdf
• Access Restrictions: インターネット公開
• Periodical Title: Working Paper Series ; No. 43
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 一橋大学 : HERMES-IR（一橋大学機関リポジトリ）

• Summary, etc.: The aim of this paper is to provide a critical and comprehensive reexamination of empirical evidence on the ability of the dividend yield to predict J...