McMillan, David G
Predicting Stock Returns
Table of contents
1. Introduction
David G. McMillan
2. Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration
David G. McMillan
3. Forecasting Stock Returns—Historical Mean Vs. Dividend Yield: Rolling Regressions and Time-Variation
David G. McMillan
4. Returns and Dividend Growth Switching Predictability
David G. McMillan
5. Which Variables Predict and Forecast Stock Market Returns?
David G. McMillan
6. Forecast and Market Timing Power of the Model and the Role of Inflation
David G. McMillan
7. Summary and Conclusion
David G. McMillan
Avainsanat: Finance, Public Finance, Financial Engineering, Capital Markets, Behavioral Finance, Statistics for Business/Economics/Mathematical Finance/Insurance
- Tekijä(t)
- McMillan, David G
- Julkaisija
- Springer
- Julkaisuvuosi
- 2018
- Kieli
- en
- Painos
- 1
- Sivumäärä
- 13 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319690087
- Painetun ISBN
- 978-3-319-69007-0
