Predicting Stock Returns

Beschreibung

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. 
Uses advanced econometric techniques
Brings together current research in the area of asset pricingExamines the relationship between stocks and bonds
Contributes to improved theoretical models
Uses advanced econometric techniques Brings together current research in the area of asset pricing Examines the relationship between stocks and bonds Contributes to improved theoretical models

Autor*in

David G McMillan

Themen in »Predicting Stock Returns«

Stock return predictability Stock return forecasting Stock price valuation Asset allocation FED model Stock price movements Dividend growth predictability Asset price movement International stock markets State-Space Model Sharpe ratio with no short-selling (SHARPE) VAR model

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