Predictability of Returns and Cash Flows

Ralph S.J. Koijen, Stijn Van Nieuwerburgh

We review the literature on return and cash flow growth predictability form the perspective of the present-value identity. We focus predominantly on recent work. Our emphasis is on U.S. aggregate stock return predictability, but we also discuss evidence from other asset classes and countries

MoreLess

Year of publication:	December 2010
Authors:	Koijen, Ralph S.J.
Other Persons:	Van Nieuwerburgh, Stijn (contributor)
Institutions:	National Bureau of Economic Research (contributor)
Publisher:	Cambridge, Mass : National Bureau of Economic Research
Subject:	Cash Flow \| Cash flow \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Betriebliche Finanzwirtschaft \| Managerial finance \| Theorie \| Theory

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource
Series:	NBER working paper series ; no. w16648
Type of publication:	Book / Working Paper
Language:	English
Notes:	Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers.
Other identifiers:	10.3386/w16648 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012462008