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

McMillan, DavidBlack, AngelaKlinkowska, OlgaMcMillan, Fiona2018-12-122018-12-122015-05McMillan, 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.2015.111470-8272http://hdl.handle.net/2164/1160723359819engstock returnspredictabilityratioslong-horizonHB Economic TheoryHBThe existence and source of stock return predictability : Evidence from dividend, consumption and output ratiosJournal article10.1057/jam.2015.11163