Dynamic Dividend Risk
The dividend risk premium (DRP) is studied at both portfolio and firm levels, showing it to be procyclical and trendstationary, with investor sentiment and interest rates significantly affecting DRP levels and magnitudes.
Featured in No. 58 on 24 Jul 2024 · 8 days after release
- Released
- 16 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4897959
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).