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02234aam a2200349Mi 4500 001 DD014F3E370411E887D7D95B97128E48 003 SILO 005 20180403010230 008 170915t20182018sz a b 001 0 eng d 020 $a 9783319690070 020 $a 3319690078 035 $a (OCoLC)1020304295 040 $a YDX $b eng $e rda $c YDX $d GSU $d OCLCF $d IWA $d SILO 050 4 $a HG4515.2 M37x 2018 100 1 $a McMillan, David G., $e author. 245 10 $a Predicting stock returns : $b implications for asset pricing / $c by David G. McMillan. 264 1 $a Cham, Switzerland : $b Palgrave Macmillan, $c [2018] 300 $a xiii, 136 pages : $b illustrations (some color) ; $c 22 cm. 490 1 $a Palgrave pivot 504 $a Includes bibliographical references and index. 505 0 $a Introduction -- Where does returns and cash-flow predictability occur? Evidence from stock prices, earnings, dividends and cointegration -- Forecasting stock returns - historical mean vs. dividend yield: rolling regressions and time-variation -- Returns and dividend growth switching predictability -- Which variables predict and forecast stock market returns? -- Forecast and market timing power of the model and the role of inflation -- 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. 650 0 $a Pricing $x Econometric models. 650 0 $a Capital market. 650 0 $a Rate of return. 776 08 $i Electronic version: $a McMillan, David G. $t Predicting stock returns. $d Cham, Switzerland : Palgrave Macmillan, ©2018 $z 9783319690087 $w (OCoLC)1013819480 830 0 $a Palgrave pivot. 941 $a 1 952 $l USUX851 $d 20211102015916.0 956 $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=DD014F3E370411E887D7D95B97128E48 994 $a 92 $b IWAInitiate Another SILO Locator Search