Efficient Tests of Stock Return Predictability
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Publisher
Elsevier BV
Reference48 articles.
1. Stock Return Predictability: Is it There?
2. Convergence of Probability Measures
3. Over-rejections in rational expectations models: A nonparametric approach to the Mankiw-Shapiro problem;B Campbell;Economics Letters,1991
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1. Measuring and Modeling Variation in the Risk-Return Trade-off;Handbook of Financial Econometrics: Tools and Techniques;2010
2. Financial Economics, Return Predictability and Market Efficiency;Complex Systems in Finance and Econometrics;2009
3. Reconciling the Return Predictability Evidence;Review of Financial Studies;2007-12-10
4. Expected returns and expected dividend growth;Journal of Financial Economics;2005-06
5. The Empirical Risk-Return Relation: A Factor Analysis Approach;SSRN Electronic Journal;2005
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