Improved tests for stock return predictability (2023)
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
Parent Publication: Econometric Reviews
Issue: 9-10