Predicting Stock Returns: Implications for Asset Pricing

McMillan, David G

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. 

Details

Published by: Palgrave Pivot

Publication Date: 2017-12-14

Format: Hardcover

ISBN-13: 9783319690070

DOI: 10.1007/978-3-319-69008-7

Dimensions: 210cm x148cm

Pages: 136