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

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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

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