目次

Chapter 1. Introduction.Chapter 2. Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration.Chapter 3. Forecasting Stock Returns – Historical Mean vs. Dividend Yield: Rolling Regressions and Time-Variation.Chapter 4. Returns and Dividend Growth Switching Predictability.Chapter 5. Which Variables Predict and Forecast Stock Market Returns?Chapter 6. Forecast and Market Timing Power of the FED Model and the Role of Inflation.Chapter 7. Summary and Conclusion.