Exploiting short-run predictability
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference25 articles.
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2. Stock return predictability and model uncertainty;Avramov;Journal of Financial Economics,2002
3. Avramov, Doron, and Chordia, Tarun, 2005. Predicting stock returns. Journal of Financial Economics, forthcoming.
4. Transaction costs and predictability: Some utility costs calculations;Balduzzi;Journal of Financial Economics,1999
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