Comments on: What is the Value of Market Dividend Yields? http://alephblog.com/2008/10/30/what-is-the-value-of-market-dividend-yields/ Helping Institutions and Ordinary People Invest Better by Focusing on Risk Control Fri, 19 Mar 2010 11:55:38 -0400 http://wordpress.org/?v=2.8.4 hourly 1 By: DaveinHackensack http://alephblog.com/2008/10/30/what-is-the-value-of-market-dividend-yields/comment-page-1/#comment-19604 DaveinHackensack Fri, 31 Oct 2008 03:30:33 +0000 http://alephblog.com/?p=1081#comment-19604 You should try this again, but instead of looking at dividend yields, look at the spread between dividend yields and corporate bond yields. I wonder if you'd see a stronger correlation then. You should try this again, but instead of looking at dividend yields, look at the spread between dividend yields and corporate bond yields. I wonder if you’d see a stronger correlation then.

]]> By: Eric http://alephblog.com/2008/10/30/what-is-the-value-of-market-dividend-yields/comment-page-1/#comment-19603 Eric Thu, 30 Oct 2008 15:56:21 +0000 http://alephblog.com/?p=1081#comment-19603 For crying out loud, when you were on RealMoney, hardly a single Metlife, Allstate or Hartford earnings call could go by without you dropping a note about the latest goings on. HIG is one of the **THE** hottest topics of the week. Ya gotta say **SOMETHING**. It's your area of expertise! Heck, YOU OWN IT!!! Are you buying more? Are you selling? What went wrong with them? Is the market crazy? Is the battleship sinking? For crying out loud, when you were on RealMoney, hardly a single Metlife, Allstate or Hartford earnings call could go by without you dropping a note about the latest goings on. HIG is one of the **THE** hottest topics of the week. Ya gotta say **SOMETHING**. It’s your area of expertise! Heck, YOU OWN IT!!! Are you buying more? Are you selling? What went wrong with them? Is the market crazy? Is the battleship sinking?

]]> By: Unknownprofessor http://alephblog.com/2008/10/30/what-is-the-value-of-market-dividend-yields/comment-page-1/#comment-19601 Unknownprofessor Thu, 30 Oct 2008 13:09:30 +0000 http://alephblog.com/?p=1081#comment-19601 David: you're now a member of what many academics call "the 7% club." It refers to the fact that many long term studies of effects like this seem to yield R^2 of between 5 and 7% (not all that impressive, when you consider it). It just goes to show how little we really know about the investment process. Keep up the good work - many of your posts have become required reading for my students. David:

you’re now a member of what many academics call “the 7% club.” It refers to the fact that many long term studies of effects like this seem to yield R^2 of between 5 and 7% (not all that impressive, when you consider it). It just goes to show how little we really know about the investment process.

Keep up the good work – many of your posts have become required reading for my students.

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