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The existence and source of stock return predictability : Evidence from dividend, consumption and output ratios

dc.contributor.authorMcMillan, David
dc.contributor.authorBlack, Angela
dc.contributor.authorKlinkowska, Olga
dc.contributor.authorMcMillan, Fiona
dc.date.accessioned2018-12-12T05:22:17Z
dc.date.available2018-12-12T05:22:17Z
dc.date.issued2015-05
dc.identifier.citationMcMillan , 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.2015.11en
dc.identifier.issn1470-8272
dc.identifier.otherPURE: 141092414
dc.identifier.otherPURE UUID: 58fc05a0-ce8e-4416-b2b1-385ac4a0d0c6
dc.identifier.otherScopus: 84936877585
dc.identifier.urihttp://hdl.handle.net/2164/11607
dc.format.extent23
dc.language.isoeng
dc.relation.ispartofJournal of Asset Managementen
dc.rightsThis 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.2015.11en
dc.subjectstock returnsen
dc.subjectpredictabilityen
dc.subjectratiosen
dc.subjectlong-horizonen
dc.subjectHB Economic Theoryen
dc.subject.lccHBen
dc.titleThe existence and source of stock return predictability : Evidence from dividend, consumption and output ratiosen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Economicsen
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1057/jam.2015.11
dc.date.embargoedUntil2016-04-30
dc.identifier.vol16en
dc.identifier.iss3en


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