Purpose This paper aims to examine the impact of the dividend payout ratio on future stock
returns and momentum strategies. Design/methodology/approach The author uses the …

In this study, we investigate whether the risk-adjusted returns of a global REIT portfolio
would be enhanced by adopting a trend following global strategy (which is an absolute …

This article presents a new way of modeling the dynamics of an exchange rate target zone.
In the presence of a single upper (lower) target boundary, the exchange rate is precisely …

This paper investigates the relationship between demographic changes and the long-run
returns of dividend-yield investment strategies. We hypothesise that in a world where …

We investigate the relationship between size and momentum across a wide range of
international equity markets. A distinction is made between relative momentum where assets …

Purpose The authors in this paper aim to investigate the performance of different portfolios of
REITs which specialise by property type compared to the performance of a diversified free …

~~'7Henry Gardiner Page 1 RICE UNIVERSITY Design and Validation of Ranking Statistical
Families for Momentum-Based Portfolio Selection by Sarah Marietta Tooth Athesis SUBMITTED …

This study aims to identify and analyse corporate earnings persistence and stock returns
with firm size, return on assets and dividend payout ratio as control variables. The …

This article investigates the influence that the market state (bull versus bear) upon the effects
of equity characteristics such as size, value and momentum. We find that the definition of …

This article investigates the relationship among Value, Growth, and two forms of Momentum
across a wide range of developed and emerging international equity markets using MSCI …