Predicting stock returns : implications for asset pricing /: implications for asset pricing. (2017)

• Record Type: Book
• Further Information: Note: David G. McMillan.
• Authors: McMillan, David G
• Contents: 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.
• Publisher Details: Basingstoke, Hampshire : Palgrave Macmillan
• Publication Date: 2017
• Extent: 1 online resource, illustrations (black and white, and colour)
• Subjects: 332.63222; Stocks -- Prices; Stocks -- Rate of return; Stocks -- Prices -- Forecasting; Stocks -- Rate of return -- Forecasting
• Languages: English
• ISBNs: 9783319690087
• Related ISBNs: 9783319690070
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.