Predicting Stock Returns

Implications for Asset Pricing

Gebonden Engels 2017 9783319690070
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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. 

Specificaties

ISBN13:9783319690070
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer International Publishing

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Inhoudsopgave

<p>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.</p>

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        Predicting Stock Returns