Predictability of Returns and Cash Flows

We review the literature on return and cash-flow growth predictability from 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:	2012
Authors:	Koijen, Ralph S. J.
Other Persons:	Nieuwerburgh, Stijn van (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Cash Flow \| Cash flow \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Betriebliche Finanzwirtschaft \| Managerial finance \| Theorie \| Theory
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2011 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013112711