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Predicting stock returns : implications for asset pricing

Author: David G McMillan
Publisher: Cham, Switzerland : Palgrave Macmillan, [2018] ©2018
Series: Palgrave pivot.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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 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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Additional Physical Format: Electronic version:
McMillan, David G.
Predicting stock returns.
Cham, Switzerland : Palgrave Macmillan, ©2018
(OCoLC)1013819480
Document Type: Book
All Authors / Contributors: David G McMillan
ISBN: 3319690078 9783319690070
OCLC Number: 1020304295
Description: xiii, 136 pages : illustrations ; 22 cm.
Contents: Introduction --
Where does returns and cash-flow predictability occur? Evidence from stock prices, earnings, dividends and cointegration --
Forecasting stock returns--historical mean vs. dividend yield: rolling regressions and time-variation --
Returns and dividend growth switching predictability --
Which variables predict and forecast stock market returns? --
Forecast and market timing power of the model and the role of inflation --
Summary and conclusion.
Series Title: Palgrave pivot.
Responsibility: 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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