Stock return predictability : using the cyclical component of the price ratio
David G. McMillan
| Year of publication: |
2019
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|---|---|
| Authors: | McMillan, David G. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 228-242
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| Subject: | Cycles | Dividend-price ratio | Forecasting | Predictability | Price-earnings ratio | Stock returns | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Dividende | Dividend | Börsenkurs | Share price | Prognose | Forecast | Finanzanalyse | Financial analysis | Konjunktur | Business cycle | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135904