Implied Dividend Volatility and Expected Growth

Academic journals

Publication Date

21/05/2023

AEA Papers and Proceedings

Publication Authors

Niels J. Gormsen

Ralph S.J. Koijen

Niels J. Gormsen, Ralph S. J. Koijen, and Ian W. R. Martin (2021). Implied Dividend Volatility and Expected Growth. AEA Papers and Proceedings, 111: 361-65.

doi: 10.1257/pandp.20211065