Linear and Nonlinear Relationship between Stock Prices and Dividends: The Case of Taiwan - Image 1

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LAP Lambert Academic Publishing Linear and Nonlinear Relationship between Stock Prices and Dividends: The Case of Taiwan

Name: Linear and Nonlinear Relationship between Stock Prices and Dividends: The Case of Taiwan
Brand: LAP Lambert Academic Publishing
Price: 43.0 GBP
Availability: InStock

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Description

This study investigates the relationship between stock prices and dividends in Taiwan stock market during the June 1991 to February 2005 period. We employ linear, nonlinear and panel techniques which provide a much stronger test to examine the relationship between stock prices and dividends. Our results suggest that there is a long-run nonlinear relationship between stock prices and dividends. We found that present value model is more suitable with time-varying expected returns provides an empirically valid description of Taiwan stock price behavior in the long-run, while short-run deviations of actual stock prices from present value prices are driven by rational bubbles. Compared to conventional cointegration approach this technique produces more convincing evidence of the time series properties of the dividend and price, the momentum threshold autoregressive (MTAR) method is flexible enough to capture non-linear adjustment patterns and support the existence of stock price increases relative to fundamentals in Taiwan stock market.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3838315251
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 14 September 2009
Listed Since: 16 November 2009

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LAP Lambert Academic Publishing Linear and Nonlinear Relationship between Stock Prices and Dividends: The Case of Taiwan

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It has never been this cheap. We have no record of a lower price.

LAP Lambert Academic Publishing Linear and Nonlinear Relationship between Stock Prices and Dividends: The Case of Taiwan

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