DIVIDEND BEHAVIOR FOR THE AGGREGATE STOCK-MARKET

[51] ESTIMATING MIXTURES OF NORMAL-DISTRIBUTIONS AND SWITCHING REGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (364) : 730 - 738

[52] TESTS OF THE HYPOTHESIS THAT A LINEAR-REGRESSION SYSTEM OBEYS 2 SEPARATE REGIMES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1960, 55 (290) : 324 - 330

[53] QUANDT RE, 1958, J AM STAT ASSOC, V53, P324

[54] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[55] ERROR CORRECTION MECHANISMS [J]. ECONOMIC JOURNAL, 1982, 92 (367) : 615 - 629

[56] Sargan J. D., 1964, ECONOMETRIC ANAL NAT

[57] EXPLAINING INVESTOR PREFERENCE FOR CASH DIVIDENDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (02) : 253 - 282

[58] THE USE OF VOLATILITY MEASURES IN ASSESSING MARKET-EFFICIENCY [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 291 - 304

[59] SHILLER RJ, 1981, AM ECON REV, V71, P421

[60] SHILLER RJ, 1983, AM ECON REV, V73, P236

[51] ESTIMATING MIXTURES OF NORMAL-DISTRIBUTIONS AND SWITCHING REGRESSIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (364) : 730 - 738

[52] TESTS OF THE HYPOTHESIS THAT A LINEAR-REGRESSION SYSTEM OBEYS 2 SEPARATE REGIMES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1960, 55 (290) : 324 - 330

[53] QUANDT RE, 1958, J AM STAT ASSOC, V53, P324

[54] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[55] ERROR CORRECTION MECHANISMS [J]. ECONOMIC JOURNAL, 1982, 92 (367) : 615 - 629

[56] Sargan J. D., 1964, ECONOMETRIC ANAL NAT

[57] EXPLAINING INVESTOR PREFERENCE FOR CASH DIVIDENDS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (02) : 253 - 282

[58] THE USE OF VOLATILITY MEASURES IN ASSESSING MARKET-EFFICIENCY [J]. JOURNAL OF FINANCE, 1981, 36 (02) : 291 - 304

[59] SHILLER RJ, 1981, AM ECON REV, V71, P421

[60] SHILLER RJ, 1983, AM ECON REV, V73, P236