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Can the information content of share repurchases improve the accuracy of equity premium predictions?

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dc.contributor.authorAndriosopoulos, Dimitris
dc.contributor.authorChronopoulos, Dimitris K.
dc.contributor.authorPapadimitriou, Fotios I.
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2017-12-13T15:36:07Z
dc.date.available2017-12-13T15:36:07Z
dc.date.embargoedUntil2015-08-06
dc.date.issued2014-03
dc.descriptionWe thank an anonymous referee, an associate editor, and Theo J. Vermaelen (the editor) for their invaluable comments which substantially improved the paper. We also thank Christos Agiakloglou, Sanjay Banerji, Leonidas Barbopoulos, Chris Brooks, Taufiq Choudhry, George Dotsis, Neil M. Kellard, Gerhard Kling, John C. Nankervis, Andrew Vivian, John O.S. Wilson, Simon Wolfe, and conference participants at the 2012 British, Accounting and Finance Association (BAFA) meeting in Brighton, UK, the 2012 International Finance and Banking Society (IFABS) meeting in Valencia, Spain, the 2012 Multinational Finance Society in Krakow, Poland, and the 2012 Financial Management Association (FMA) meeting in Atlanta, USA, for helpful comments and discussions.en
dc.description.statusPeer revieweden
dc.format.extent16
dc.format.extent305028
dc.identifier111729415
dc.identifier044edfd7-dfbf-404b-8ac5-7a05cd29feb5
dc.identifier84896478313
dc.identifier.citationAndriosopoulos, D, Chronopoulos, D K & Papadimitriou, F I 2014, 'Can the information content of share repurchases improve the accuracy of equity premium predictions?', Journal of Empirical Finance, vol. 26, pp. 96-111. https://doi.org/10.1016/j.jempfin.2014.01.006en
dc.identifier.doi10.1016/j.jempfin.2014.01.006
dc.identifier.issn0927-5398
dc.identifier.otherORCID: /0009-0001-3395-2687/work/147047178
dc.identifier.urihttp://hdl.handle.net/2164/9779
dc.identifier.vol26en
dc.language.isoeng
dc.relation.ispartofJournal of Empirical Financeen
dc.subjectStock return predictabilityen
dc.subjectDividend–price ratioen
dc.subjectShare repurchasesen
dc.subjectOut-of-sample testsen
dc.subjectEconomic valueen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleCan the information content of share repurchases improve the accuracy of equity premium predictions?en
dc.typeJournal articleen

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