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Predictability of Returns and Cash Flows / Ralph S.J. Koijen, Stijn Van Nieuwerburgh.
- Format:
- Book
- Author/Creator:
- Koijen, Ralph S.J.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w16648.
- NBER working paper series no. w16648
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2010.
- Summary:
- 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.
- Notes:
- Print version record
- December 2010.
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