On the Timing and Pricing of Dividends

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Cash Flow Duration and the Term Structure of Equity Returns (2018, positive): “If a firm is delisted for cause (delisting code between 400 and 591) and has missing delisting return, I assume a delisting return of -30% following Shumway (1997). Financial statement data come from Compustat.”
Asset Pricing in the Frequency Domain: Theory and Empirics (2016, background): “5 For example, Parker and Julliard (2005), Malloy, Moskowitz, and Vissing-Jorgenson (2009), Bansal, Dittmar, and Lundblad (2005), Yu (2012), Daniel and Marshall (1997), van Binsbergen, Brandt, and Koijen (2012), and Hansen, Heaton, and Li (2008).”
Housing, Finance and the Macroeconomy (2014, neutral): “In addition, the model delivers a downward sloping term structure of equity and housing risk premia, consistent with the findings of Binsbergen, Brandt, and Koijen (2012) and Giglio, 38Specifically, ξat+1 is a cross-sectional moment of individual ξ i t+1.”
Asset Prices with Heterogeneity in Preferences and Beliefs (2014, neutral): “5 In contrast to these papers that assume investors have expected utility, Chan and Kogan (2002) and Xiouros and Zapatero (2010) study asset prices in an economy where agents have “catching-up-with-theJoneses” preferences, where habit formation ensures that the model is stationary.”