Predicting stock returns : implications for asset pricing /
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| Author / Creator: | McMillan, David G., author. |
|---|---|
| Imprint: | Cham, Switzerland : Palgrave Macmillan, ©2018. |
| Description: | 1 online resource. |
| Language: | English |
| Series: | Palgrave pivot Palgrave pivot. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11542527 |
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| 100 | 1 | |a McMillan, David G., |e author. |0 http://id.loc.gov/authorities/names/n98880462 | |
| 245 | 1 | 0 | |a Predicting stock returns : |b implications for asset pricing / |c by David G McMillan. |
| 260 | |a Cham, Switzerland : |b Palgrave Macmillan, |c ©2018. | ||
| 300 | |a 1 online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
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| 490 | 1 | |a Palgrave pivot | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | 8 | |a Providing a comprehensive analysis of asset price movement, this book 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. | |
| 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. | |
| 650 | 0 | |a Capital assets pricing model. |0 http://id.loc.gov/authorities/subjects/sh85019932 | |
| 650 | 0 | |a Pricing |x Econometric models. | |
| 650 | 0 | |a Capital market. |0 http://id.loc.gov/authorities/subjects/sh85019945 | |
| 650 | 0 | |a Rate of return. |0 http://id.loc.gov/authorities/subjects/sh85111503 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Capital assets pricing model. |2 fast |0 (OCoLC)fst00846288 | |
| 650 | 7 | |a Capital market. |2 fast |0 (OCoLC)fst00846356 | |
| 650 | 7 | |a Pricing |x Econometric models. |2 fast |0 (OCoLC)fst01076233 | |
| 650 | 7 | |a Rate of return. |2 fast |0 (OCoLC)fst01090236 | |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |z 3319690078 |z 9783319690070 |w (OCoLC)1004050417 |
| 830 | 0 | |a Palgrave pivot. |0 http://id.loc.gov/authorities/names/no2012160523 | |
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| 928 | |t Library of Congress classification |a HG4515.2 |l Online |c UC-FullText |u https://link.springer.com/10.1007/978-3-319-69008-7 |z Springer Nature |g ebooks |i 12550547 | ||