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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2451/31426
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| Title: | Predictability of Returns and Cash Flows |
| Authors: | Nieuwerburgh, Stijn Van
Koijen, Ralph S. J. |
| Issue Date: | 9-Jan-2012 |
| Series/Report no.: | FIN-11-051 |
| Abstract: | 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. |
| URI: | http://hdl.handle.net/2451/31426 |
| Appears in Collections: | Finance Working Papers
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