Andriosopoulos, DimitrisChronopoulos, Dimitris K.Papadimitriou, Fotios I.2017-12-132017-12-132014-03Andriosopoulos, 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.2014.01.0060927-5398ORCID: /0009-0001-3395-2687/work/147047178http://hdl.handle.net/2164/9779We 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.16305028engStock return predictabilityDividend–price ratioShare repurchasesOut-of-sample testsEconomic valueHG FinanceHGJournal article10.1016/j.jempfin.2014.01.00626