The existence and source of stock return predictability : Evidence from dividend, consumption and output ratios
| dc.contributor.author | McMillan, David | |
| dc.contributor.author | Black, Angela | |
| dc.contributor.author | Klinkowska, Olga | |
| dc.contributor.author | McMillan, Fiona | |
| dc.contributor.institution | University of Aberdeen.Accountancy | en |
| dc.date.accessioned | 2018-12-12T05:22:17Z | |
| dc.date.available | 2018-12-12T05:22:17Z | |
| dc.date.embargoedUntil | 2016-04-30 | |
| dc.date.issued | 2015-05 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 23 | |
| dc.format.extent | 359819 | |
| dc.identifier | 141092414 | |
| dc.identifier | 58fc05a0-ce8e-4416-b2b1-385ac4a0d0c6 | |
| dc.identifier | 84936877585 | |
| dc.identifier.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 | en |
| dc.identifier.doi | 10.1057/jam.2015.11 | |
| dc.identifier.iss | 3 | en |
| dc.identifier.issn | 1470-8272 | |
| dc.identifier.uri | http://hdl.handle.net/2164/11607 | |
| dc.identifier.vol | 16 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Journal of Asset Management | en |
| dc.subject | stock returns | en |
| dc.subject | predictability | en |
| dc.subject | ratios | en |
| dc.subject | long-horizon | en |
| dc.subject | HB Economic Theory | en |
| dc.subject.lcc | HB | en |
| dc.title | The existence and source of stock return predictability : Evidence from dividend, consumption and output ratios | en |
| dc.type | Journal article | en |