Predictability of returns and cash flows
By: Ralph S.J. Koijen, Stijn Van Nieuwerburgh
Contributors: Nieuwerburgh, Stijn van; National Bureau of Economic Research
Series: NBER working paper series -- working paper 16648; Working paper series (National Bureau of Economic Research : Online) -- working paper no. 16648.
Publisher: National Bureau of Economic Research
Published: 2010
Place of publication: Cambridge, MA
Language: eng
Format: [electronic resource] /
Description: "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"--National Bureau of Economic Research web site.
Notes: Title from PDF file as viewed on 4/12/2011.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.