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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

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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.
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