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Dividend growth and equity premium predictability

Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137

Persistent link: https://www.econbiz.de/10012033679

Global economic growth and expected returns around the world : the end-of-the-year effect

Møller, Stig Vinther; Rangvid, Jesper - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 573-591

Persistent link: https://www.econbiz.de/10011823088

Predicting long-term earnings growth from multiple information sourcesOriginal

Gao, Zhan; Wu, Wan-Ting - In: International review of financial analysis 32 (2014), pp. 71-84

Persistent link: https://www.econbiz.de/10010461321

Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?

Mantilla-Garcia, Daniel; Malagon, Juliana; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457556

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

Which sustainable growth rate is best at forecasting actual growth?

Moore, Gary; Simpson, Marc W. - In: American journal of business 38 (2023) 4, pp. 173-192

Persistent link: https://www.econbiz.de/10014432871

The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity

Kurz-Kim, Jeong-Ryeol - 2003

In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...