---
title: Dynamic Dividend Risk
url: https://www.ml-quant.com/papers/ssrn/4897959/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4897959
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897959
featured: 2024-07-24
citations: unknown
topic: Corporate Finance
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4897959
- Identifier: SSRN 4897959
- Released: 2024-07-16
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Corporate Finance

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