Eades is from the University of Virginia, Hess is from the University of Minnesota, and Kim is from the University of Michigan. This article has benefited from helpful comments from workshop participants at Case Western Reserve University, University of Michigan, New York University, Ohio State University, Princeton University, Rutgers University, the Second Conference on Financial Economics and Accounting at the State University of New York at Buffalo, and the Winter Finance Conference at University of Utah. In addition, the authors would like to thank Andrew Christie, Ravi Jagannathan, Kose John, Bong-Soo Lee, David Mayers, Mike Sher, and the referee, Jim Poterba, for helpful comments and Vijay Singal for assistance in data collection.
Time-Series Variation in Dividend Pricing
Version of Record online: 30 APR 2012
© 1994 the American Finance Association
The Journal of Finance
Volume 49, Issue 5, pages 1617–1638, December 1994
How to Cite
EADES, K. M., HESS, P. J. and KIM, E. H. (1994), Time-Series Variation in Dividend Pricing. The Journal of Finance, 49: 1617–1638. doi: 10.1111/j.1540-6261.1994.tb04775.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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