Predictability of Returns and Cash Flows

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

Year of publication:	2010
Authors:	Koijen, Ralph S. J.
Other Persons:	Nieuwerburgh, Stijn van (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Cash Flow \| Cash flow \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Betriebliche Finanzwirtschaft \| Managerial finance \| Theorie \| Theory

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