Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/21/4/1509/6034736/hhm055.pdf
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1. Predictive Regressions: A Reduced-Bias Estimation Method
2. Stock Return Predictability: Is it There?
3. The Equity Share in New Issues and Aggregate Stock Returns
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5. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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