| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w16648 |
| 来源ID | Working Paper 16648 |
| Predictability of Returns and Cash Flows | |
| Ralph S.J. Koijen; Stijn Van Nieuwerburgh | |
| 发表日期 | 2010-12-31 |
| 出版年 | 2010 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | Financial Economics ; Financial Markets ; Portfolio Selection and Asset Pricing ; Corporate Finance |
| URL | https://www.nber.org/papers/w16648 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/574324 |
| 推荐引用方式 GB/T 7714 | Ralph S.J. Koijen,Stijn Van Nieuwerburgh. Predictability of Returns and Cash Flows. 2010. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w16648.pdf（258KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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