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.
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