The Resource Predicting Stock Returns : Implications for Asset Pricing, by David G McMillan, (electronic resource)

Predicting Stock Returns : Implications for Asset Pricing, by David G McMillan, (electronic resource)

Label
Predicting Stock Returns : Implications for Asset Pricing
Title
Predicting Stock Returns
Title remainder
Implications for Asset Pricing
Statement of responsibility
by David G McMillan
Creator
Author
Author
Subject
Language
eng
Summary
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.
Member of
http://library.link/vocab/creatorName
McMillan, David G
Dewey number
336
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
AoEJjiOO8nA
Image bit depth
0
LC call number
HJ9-HJ9940
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Palgrave pivot
http://library.link/vocab/subjectName
  • Finance, Public
  • Financial engineering
  • Capital market
  • Behavioral economics
  • Statistics
  • Public Finance
  • Financial Engineering
  • Capital Markets
  • Behavioral Finance
  • Statistics for Business, Management, Economics, Finance, Insurance
Label
Predicting Stock Returns : Implications for Asset Pricing, by David G McMillan, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (XIII, 136 p. 7 illus., 5 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319690087
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-69008-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4340000000223474
  • (DE-He213)978-3-319-69008-7
  • (MiAaPQ)EBC5178249
  • (EXLCZ)994340000000223474
Label
Predicting Stock Returns : Implications for Asset Pricing, by David G McMillan, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (XIII, 136 p. 7 illus., 5 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319690087
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-69008-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4340000000223474
  • (DE-He213)978-3-319-69008-7
  • (MiAaPQ)EBC5178249
  • (EXLCZ)994340000000223474

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