Predicting stock returns : implications for asset pricing /

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Bibliographic Details
Author / Creator:	McMillan, David G., author.
Imprint:	Cham, Switzerland : Palgrave Macmillan, ©2018.
Description:	1 online resource.
Language:	English
Series:	Palgrave pivot Palgrave pivot.
Subject:	Capital assets pricing model. Pricing -- Econometric models. Capital market. Rate of return. Capital assets pricing model. Capital market. Pricing -- Econometric models. Rate of return.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11542527

Hidden Bibliographic Details
ISBN:	9783319690087 3319690086 3319690078 9783319690070
Digital file characteristics:	text file PDF
Notes:	Includes bibliographical references and index.
Summary:	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.
Other form:	Print version: 3319690078 9783319690070
Standard no.:	10.1007/978-3-319-69008-7

Table of 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.

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