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Predicting Stock Returns

Implications for Asset Pricing

  • David G McMillan

Table of contents

About this book

Introduction

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. 

Keywords

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

Authors and affiliations

  • David G McMillan
    • 1
  1. 1.Department of Accounting and FinanceUniversity of StirlingStirlingUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-69008-7
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2018
  • Publisher Name Palgrave Pivot, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-69007-0
  • Online ISBN 978-3-319-69008-7
  • Buy this book on publisher's site