Time-varying predictability for stock returns, dividend growth and consumption growth
David G. McMillan (Accounting Finance Division, Stirling Management School, University of Stirling, Stirling, UK)
| Year of publication: |
October 2015
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|---|---|
| Authors: | McMillan, David G. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 4, p. 362-373
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| Subject: | stock returns | predictability | time variation | state space | dividend growth | consumption growth | asset price movement | Dividende | Dividend | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Privater Konsum | Private consumption | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1522 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015180029