Forecasting Dividend Yield using Stock Indices

The work examines whether it is possible to accurately forecast dividend yield using aggregate stock returns in S&P500, AfricaTop40 and CAC40 indices using weekly data from 2007 week 1 to 2016 week 47 

Click here to find the preliminary report.


I acknowledge my team-members Miriam Grehl, Melandri Rensburg, Alexander Frost and Hamza Waraich for their efforts.