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Predictability of Returns and Cash FlowsRalph S. J. KoijenUniversity of Chicago - Booth School of Business Stijn Van Nieuwerburghaffiliation not provided to SSRN January 6, 2012 NYU Working Paper 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.
Number of Pages in PDF File: 33 working papers seriesDate posted: January 13, 2012Suggested CitationContact Information
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