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Publications by Jochen Lawrenz

Time-Series Properties of the Dividend–price Ratio With Social Dynamics

Applied Economics

English

Assessing the Estimation Uncertainty of Default Probabilities

Kredit und Kapital

English

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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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Decoding the Sentiment Dynamics of Online Retailing Customers: Time Series Analysis of Social Media

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Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

SSRN Electronic Journal

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Time Series Properties of ARCH Processes With Persistent Covariates

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Philosophy of Science

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Anticipated Series Average Monthly Price of Gold in Using the Time Series of Software Minitab

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The Role of Dividend Policy in Share Price Volatility

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Dividend Changes and Stock Price Informativeness

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Time Series Modeling for Risk of Stock Price With Value at Risk Computation

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Ex-Dividend Price Behavior of Common Stocks

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