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Stock return, dividend growth and consumption growth predictability across markets and time :implications for stock price movement

McMillan, David G. - In: International review of financial analysis 35 (2014), pp. 90-101

Persistent link: https://www.econbiz.de/10010529621

Predicting stock returns : a regime-switching combination approach and economic links

Zhu, Xiaoneng; Zhu, Jie - In: Journal of banking & finance 37 (2013) 11, pp. 4120-4133

Persistent link: https://www.econbiz.de/10010245613

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319

Time-varying predictability for stock returns, dividend growth and consumption growth

McMillan, David G. - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 362-373

Persistent link: https://www.econbiz.de/10011495564

The existence and source of stock return predictability : evidence from dividend, output and consumption ratios

McMillan, David G.; Black, Angela J.; Klinkowska, Olga; … - In: The journal of asset management 16 (2015) 3, pp. 186-208

Persistent link: https://www.econbiz.de/10011413295

The predictive ability of stock market factors

Elgammal, Mohammed Mohammed; Ahmed, Fatma Ehab; … - In: Studies in economics and finance 39 (2022) 1, pp. 111-124

Persistent link: https://www.econbiz.de/10012798502

Can sentiments on macroeconomic news explain stock returns? : evidence form social network data

Xu, Yingying; Zhao, Jichang - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2073-2088

Persistent link: https://www.econbiz.de/10013184675

The time-varying relation between stock returns and monetary variables

McMillan, David G. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17

The nature of the relation between stock returns and the three monetary variables of interest rates (bond yields), inflation and money supply growth, while oft studied, is one that remains unclear. We argue that the nature of the relation changes over time, and this variation is largely driven...

Persistent link: https://www.econbiz.de/10012813273

The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322

Persistent link: https://www.econbiz.de/10012419133

Stock return predictability and dividend-price ratio : a nonlinear approach

McMillan, David G.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 351-365

Persistent link: https://www.econbiz.de/10008811291