Improved Inference in Regression with Overlapping Observations
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.2011.02244.x/fullpdf
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4. Predictability in Financial Markets: What do Survey Expectations Tell us?;Bacchetta;Journal of International Money and Finance,2009
5. The Maturity of Debt Issues and Predictable Variation in Bond Returns;Baker;Journal of Financial Economics,2003
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