Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 17

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 17
On the Predictability of Common Stock Returns: World-Wide Evidence
G. Hawawini and D.B. Keim

1. Introduction*  

2. Cross-sectional return predictability 4 98

3. Time series return predictability: seasonal patterns

4. Time series return predictability: return autocorrelations

5. Time series return predictability: forecasting with ex-ante observable variables

6. Concluding remarks

Acknowledgements

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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