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

McMillan, David; Black, Angela; Klinkowska, Olga; McMillan, Fiona

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

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JAM2015_submitted_version.pdf (351.39 KB)

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2015-05

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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