Predicting Stock Returns
David G McMillan
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Springer International Publishing
Sozialwissenschaften, Recht, Wirtschaft / Volkswirtschaft
Beschreibung
This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price movement. By contributing to our understanding of the factors that cause price movement, this book will be of benefit to researchers, practitioners and policy makers alike.
Kundenbewertungen
Stock return forecasting, State-Space Model, Dividend growth predictability, Sharpe ratio with no short-selling (SHARPE), Asset price movement, Asset allocation, Stock price movements, VAR model, Stock price valuation, FED model, International stock markets, Stock return predictability