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Predicting stock returns = implicati...

McMillan, David G.

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Predicting stock returns = implications for asset pricing /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Predicting stock returns/ by David G. McMillan.
Reminder of title:	implications for asset pricing /
Author:	McMillan, David G.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xiii, 136 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer eBooks
Subject:	Capital assets pricing model. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-69008-7
ISBN:	9783319690087

Predicting stock returns = implications 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

Standard No.: 10.1007/978-3-319-69008-7doiSubjects--Topical Terms:

646740
Capital assets pricing model.

LC Class. No.: HG4515.2

Dewey Class. No.: 332.6015118

Predicting stock returns = implications for asset pricing /
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100 1 $a McMillan, David G. $3 3298418
245 1 0 $a Predicting stock returns $h [electronic resource] : $b implications for asset pricing / $c by David G. McMillan.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Pivot, $c 2018.
300 $a xiii, 136 p. : $b ill., digital ; $c 24 cm.
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.
650 0 $a Capital assets pricing model. $3 646740
650 0 $a Pricing $x Econometric models. $3 888293
650 0 $a Capital market. $3 598114
650 0 $a Rate of return. $3 656655
650 1 4 $a Finance. $3 542899
650 2 4 $a Public Finance. $3 2181786
650 2 4 $a Financial Engineering. $3 2191344
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Behavioral Finance. $3 3264359
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
710 2 $a SpringerLink (Online service) $3 836513
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856 4 0 $u http://dx.doi.org/10.1007/978-3-319-69008-7
950 $a Economics and Finance (Springer-41170)