The existence and source of stock return predictability : Evidence from dividend, consumption and output ratios
Citation
McMillan , D , Black , A , Klinkowska , O & McMillan , F 2015 , ' The existence and source of stock return predictability : Evidence from dividend, consumption and output ratios ' , Journal of Asset Management , vol. 16 , no. 3 , pp. 186-208 . https://doi.org/10.1057/jam.2015.11
Rights
This is a post-peer-review, pre-copyedit version of an article published in Journal of Asset Management. McMillan, D, Black, A, Klinkowska, O & McMillan, F 2015, 'The existence and source of stock return predictability: Evidence from dividend, output and consumption ratios' Journal of Asset Management, vol 16, no. 3, pp. 186-208. The definitive publisher-authenticated version is available online at: 10.1057/jam.2015.11