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Dividend Predictability Around the World

Journal of financial and quantitative analysis, 2014-12, Vol.49 (5-6), p.1255-1277 [Peer Reviewed Journal]

Copyright © Michael G. Foster School of Business, University of Washington 2015 ;Copyright 2015 Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Dec 2014 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109014000477 ;CODEN: JFQAAC

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  • Title:
    Dividend Predictability Around the World
  • Author: Rangvid, Jesper ; Schmeling, Maik ; Schrimpf, Andreas
  • Subjects: Dividends ; Markets ; Predictions ; Securities markets ; Studies ; Volatility ; Yield
  • Is Part Of: Journal of financial and quantitative analysis, 2014-12, Vol.49 (5-6), p.1255-1277
  • Description: We show that dividend-growth predictability by the dividend yield is the rule rather than the exception in global equity markets. Dividend predictability is weaker, however, in large and developed markets where dividends are smoothed more, the typical firm is large, and volatility is lower. Our findings suggest that the apparent lack of dividend predictability in the United States does not uniformly extend to other countries. Rather, cross-country patterns in dividend predictability are driven by differences in firm characteristics and the extent to which dividends are smoothed.
  • Publisher: New York, USA: Cambridge University Press
  • Language: English
  • Identifier: ISSN: 0022-1090
    EISSN: 1756-6916
    DOI: 10.1017/S0022109014000477
    CODEN: JFQAAC
  • Source: ProQuest Central
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