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Improved tests for stock return predictability (2023)

First Author: Harvey D.I.

Attributed to: Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07474938.2023.2222634

Publication URI: http://dx.doi.org/10.1080/07474938.2023.2222634

Type: Journal Article/Review

Volume: 42

Parent Publication: Econometric Reviews

Issue: 9-10

ISSN: 15324168 07474938