دانلود کتاب Predicting Stock Returns: Implications for Asset Pricing

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Front Matter ....Pages i-xiii
Introduction (David G. McMillan)....Pages 1-7
Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration (David G. McMillan)....Pages 9-26
Forecasting Stock Returns—Historical Mean Vs. Dividend Yield: Rolling Regressions and Time-Variation (David G. McMillan)....Pages 27-56
Returns and Dividend Growth Switching Predictability (David G. McMillan)....Pages 57-75
Which Variables Predict and Forecast Stock Market Returns? (David G. McMillan)....Pages 77-101
Forecast and Market Timing Power of the Model and the Role of Inflation (David G. McMillan)....Pages 103-129
Summary and Conclusion (David G. McMillan)....Pages 131-133
Back Matter ....Pages 135-136