This chapter introduces a comprehensive overview of the dividend discount models, with a
focus on the modeling of the dividend growth process. It starts with an introduction to the …

We propose a new measure to establish price leadership among multiple related price
series using a multivariate Markov chain model. This new measure, the price leadership …

We make the case for the US government to issue a new security with a coupon tied to the
United States' current dollar GDP. This security might pay, for example, a coupon of one …

This study introduces a stochastic multi-period dividend discount model (DDM) that includes
(i) a compound nonhomogenous Poisson process for dividend growth and (ii) the probability …

In this article, a stock-forecasting model is developed to analyze a company's stock price
variation related to the Taiwanese company HTC. The main difference to previous articles is …

Historical stock prices have long been used to evaluate a stock's future returns as well as the
risks associated with those returns. Similarly, historical dividends have been used to …

As the most reliable guide for value market value is normally considered. Its change
produces pro t or loss, respectively. Tumbling market prices produced huge losses recently …

50 Federal Reserve Bank of Atlanta ECONOMICREVIEW First Quarter 2003 outline how
dividends may be replaced by earnings and payout ratios (see, for instance, Sharpe and …

A novel dividend valuation model is put forward by using a Markov chain. The valuation
procedure turns out to be very simple, since it requires the solution of a system of linear …

We propose a dividend stock valuation model where multiple dividend growth series and
their dependencies are modelled using a multivariate Markov chain. Our model advances …