Add to ORKGWe 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.
This paper studies predictability of currency returns over the period 1971-2006. To assess the econo...
Sample evidence about the predictability of monthly stock returns is considered from the perspective...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2007.Includes bi...
We review the literature on return and cash flow growth predictability form the perspective of the p...
Two major conclusions follow from this very careful study. First, sophisticated prediction tools do ...
This article considers stock return predictability and its source using ratios derived from stock pr...
Using a state-space model, this paper examines time variation in the predictive regressions for stoc...
We examine the predictive ability of stock price ratios, stock return dispersion and distribution me...
We investigate a consumption-based present value relation that is a function of future dividend grow...
In this paper, we propose the hypothesis that cash flow and cash flow volatility predict returns. We...
In this paper, we propose the hypothesis that cash flow and cash flow volatility predict returns. We...
We propose a latent variables approach within a present-value model to estimate the expected returns...
Thesis (Ph.D.)--University of Washington, 2014This dissertation includes three chapters in which the...
This paper links variation in the predictive regressions for stock returns, dividend growth and cons...
Discounted cash flow analysis suggests that high cash-flow-to-price ratios should predict high futur...
This paper studies predictability of currency returns over the period 1971-2006. To assess the econo...
Sample evidence about the predictability of monthly stock returns is considered from the perspective...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2007.Includes bi...
We review the literature on return and cash flow growth predictability form the perspective of the p...
Two major conclusions follow from this very careful study. First, sophisticated prediction tools do ...
This article considers stock return predictability and its source using ratios derived from stock pr...
Using a state-space model, this paper examines time variation in the predictive regressions for stoc...
We examine the predictive ability of stock price ratios, stock return dispersion and distribution me...
We investigate a consumption-based present value relation that is a function of future dividend grow...
In this paper, we propose the hypothesis that cash flow and cash flow volatility predict returns. We...
In this paper, we propose the hypothesis that cash flow and cash flow volatility predict returns. We...
We propose a latent variables approach within a present-value model to estimate the expected returns...
Thesis (Ph.D.)--University of Washington, 2014This dissertation includes three chapters in which the...
This paper links variation in the predictive regressions for stock returns, dividend growth and cons...
Discounted cash flow analysis suggests that high cash-flow-to-price ratios should predict high futur...
This paper studies predictability of currency returns over the period 1971-2006. To assess the econo...
Sample evidence about the predictability of monthly stock returns is considered from the perspective...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2007.Includes bi...