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

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Year of publication:	2011
Authors:	Koijen, Ralph S. J.
Other Persons:	Van Nieuwerburgh, Stijn (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Cash Flow \| Cash flow \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Prognose \| Forecast \| Betriebliche Finanzwirtschaft \| Managerial finance

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Extent:	1 Online-Ressource (33 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 6, 2011 erstellt
Other identifiers:	10.2139/ssrn.1723463 [DOI]
Classification:	G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G35 - Payout Policy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013132300