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A Note On 'Predicting Returns With Financial Ratios'

Author

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  • Ivo Welch
  • Amit Goyal

Abstract

This note reinterprets methods that seek

Suggested Citation

  • Ivo Welch & Amit Goyal, 2004. "A Note On 'Predicting Returns With Financial Ratios'," Yale School of Management Working Papers amz2465, Yale School of Management.
    • Handle: RePEc:ysm:wpaper:amz2465
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    File URL: https://repec.som.yale.edu/icfpub/publications/2465.pdf
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    References listed on IDEAS

    as
    1. Lewellen, Jonathan, 2003. "Predicting Returns With Financial Ratios," Working papers 4374-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    2. Amit Goyal & Ivo Welch, 2003. "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, vol. 49(5), pages 639-654, May.
    3. John Y. Campbell, Robert J. Shiller, 1988. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," The Review of Financial Studies, Society for Financial Studies, vol. 1(3), pages 195-228.
    4. Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
    5. repec:bla:jfinan:v:44:y:1989:i:5:p:1177-89 is not listed on IDEAS
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