國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ subject:"Pricing" ]

切換: 標籤 | MARC模式 | ISBD

Predicting stock returnsimplications...

McMillan, David G.

Predicting stock returnsimplications for asset pricing /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Predicting stock returnsby David G. McMillan.
其他題名:	implications for asset pricing /
作者:	McMillan, David G.
出版者:	Cham :Springer International Publishing :2018.
面頁冊數:	xiii, 136 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Capital assets pricing model.
電子資源:	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 /
LDR:01955nmm a2200313 a 4500 001 529226
003 DE-He213
005 20180718120839.0
006 m d
007 cr nn 008maaau
008 181105s2018 gw s 0 eng d
020 $a 9783319690087$q(electronic bk.)
020 $a 9783319690070$q(paper)
024 7 $a 10.1007/978-3-319-69008-7 $2 doi
035 $a 978-3-319-69008-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4515.2
072 7 $a KFFD $2 bicssc
072 7 $a BUS051000 $2 bisacsh
082 0 4 $a 332.6015118 $2 23
090 $a HG4515.2 $b .M167 2018
100 1 $a McMillan, David G. $3 802185
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
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-69008-7
950 $a Economics and Finance (Springer-41170)