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Predicting stock returnsimplications...

McMillan, David G.

Predicting stock returnsimplications for asset pricing /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Predicting stock returnsby David G. McMillan.
Reminder of title:	implications for asset pricing /
Author:	McMillan, David G.
Published:	Cham :Springer International Publishing :2018.
Description:	xiii, 136 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Capital assets pricing model.
Online resource:	http://dx.doi.org/10.1007/978-3-319-69008-7
ISBN:	9783319690087$q(electronic bk.)

Predicting stock returnsimplications for asset pricing /
McMillan, David G.

Predicting stock returnsimplications for asset pricing /[electronic resource] :by David G. McMillan. - Cham :Springer International Publishing :2018. - xiii, 136 p. :ill., digital ;24 cm.

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$q(electronic bk.)

Standard No.: 10.1007/978-3-319-69008-7doiSubjects--Topical Terms:

187119
Capital assets pricing model.

LC Class. No.: HG4515.2

Dewey Class. No.: 332.6015118

Predicting stock returnsimplications for asset pricing /
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245 1 0 $a Predicting stock returns $h [electronic resource] : $b implications for asset pricing / $c by David G. McMillan.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Pivot, $c 2018.
300 $a xiii, 136 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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.
650 0 $a Capital assets pricing model. $3 187119
650 0 $a Pricing $x Econometric models. $3 362341
650 0 $a Capital market. $3 184940
650 0 $a Rate of return. $3 231144
650 1 4 $a Finance. $3 183252
650 2 4 $a Public Finance. $3 739648
650 2 4 $a Financial Engineering. $3 744568
650 2 4 $a Capital Markets. $3 741694
650 2 4 $a Behavioral Finance. $3 794582
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
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856 4 0 $u http://dx.doi.org/10.1007/978-3-319-69008-7
950 $a Economics and Finance (Springer-41170)