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Please use this identifier to cite or link to this item: http://hdl.handle.net/2451/31426

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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