Predictability of Returns and Cash Flows

Full metadata record

DC Field	Value	Language
dc.contributor.author	Nieuwerburgh, Stijn Van	-
dc.contributor.author	Koijen, Ralph S. J.	-
dc.date.accessioned	2012-01-09T22:17:17Z	-
dc.date.available	2012-01-09T22:17:17Z	-
dc.date.issued	2012-01-09T22:17:17Z	-
dc.identifier.uri	http://hdl.handle.net/2451/31426	-
dc.description.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.	en
dc.language.iso	en_US	en
dc.relation.ispartofseries	FIN-11-051	-
dc.title	Predictability of Returns and Cash Flows	en
dc.type	Working Paper	en
dc.authorid-ssrn	1146521	en
Appears in Collections:	Finance Working Papers

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