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. 

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. 

Autor*in

David G McMillan

Themen in »Predicting Stock Returns«

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

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