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Predicting Stock Returns = Implicati...
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McMillan, David G.
Predicting Stock Returns = Implications for Asset Pricing /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Predicting Stock Returns/ by David G McMillan.
其他題名:
Implications for Asset Pricing /
作者:
McMillan, David G.
面頁冊數:
XIII, 136 p. 7 illus., 5 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Finance, Public. -
電子資源:
https://doi.org/10.1007/978-3-319-69008-7
ISBN:
9783319690087
Predicting Stock Returns = Implications for Asset Pricing /
McMillan, David G.
Predicting Stock Returns
Implications for Asset Pricing /[electronic resource] :by David G McMillan. - 1st ed. 2018. - XIII, 136 p. 7 illus., 5 illus. in color.online resource.
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.
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 researchers, practitioners and policy makers alike. .
ISBN: 9783319690087
Standard No.: 10.1007/978-3-319-69008-7doiSubjects--Topical Terms:
556260
Finance, Public.
LC Class. No.: HJ9-9940
Dewey Class. No.: 336
Predicting Stock Returns = Implications for Asset Pricing /
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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.
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