The existence and source of stock return predictability : Evidence from dividend, output and consumption ratios
| Contribuinte(s) |
University of Aberdeen, Accountancy & Finance, Accountancy |
|---|---|
| Data(s) |
05/08/2016
05/08/2016
01/05/2015
20/11/2001
|
| Resumo |
Date of Acceptance: 13/03/2015 Peer reviewed Postprint |
| Formato |
23 |
| Identificador |
McMillan , D , Black , A , Klinkowska , O & McMillan , F 2015 , ' The existence and source of stock return predictability : Evidence from dividend, output and consumption ratios ' Journal of Asset Management , vol 16 , no. 3 , pp. 186-208 . , 10.1057/jam.2015.11 1470-8272 PURE: 51790696 PURE UUID: 1a4f40c7-abcc-4f7f-9315-9fdca6de6e20 |
| Idioma(s) |
eng |
| Relação |
Journal of Asset Management |
| Direitos |
This is a post-peer-review, pre-copyedit version of an article published in Journal of Asset Management. McMillan, D, Black, A, Klinkowska, O & McMillan, F 2015, 'The existence and source of stock return predictability: Evidence from dividend, output and consumption ratios' Journal of Asset Management, vol 16, no. 3, pp. 186-208. The definitive publisher-authenticated version is available online at: 10.1057/jam.2015.11 |
| Palavras-Chave | #stock returns #predictability #ratios #long-horizon #HG Finance #HG |
| Tipo |
Journal article |
