Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Author:
Affiliation:
1. Swiss Finance Institute, University of Lausanne
2. Goizueta Business School, Emory University
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/5/1784/24597716/hhx131.pdf
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5. Biases in computed returns: An application to the size effect.;Blume,;Journal of Financial Economics,1983
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