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Predicting stock returns : implications for asset pricing

Author: David G McMillan
Publisher: Cham, Switzerland : Palgrave Macmillan, ©2018.
Series: Palgrave pivot.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Providing a comprehensive analysis of asset price movement, this book examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds and the resulting implications for asset price movement. By contributing to our understanding of the factors that cause price movement, this book will be of benefit to  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
(OCoLC)1004050417
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: David G McMillan
ISBN: 9783319690087 3319690086
OCLC Number: 1013819480
Description: 1 online resource.
Contents: Chapter 1. Introduction --
Chapter 2. Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration --
Chapter 3. Forecasting Stock Returns --
Historical Mean vs. Dividend Yield: Rolling Regressions and Time-Variation --
Chapter 4. Returns and Dividend Growth Switching Predictability --
Chapter 5. Which Variables Predict and Forecast Stock Market Returns? --
Chapter 6. Forecast and Market Timing Power of the FED Model and the Role of Inflation --
Chapter 7. Summary and Conclusion.
Series Title: Palgrave pivot.
Responsibility: by David G McMillan.

Abstract:

This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth  Read more...

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