Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
| Year of publication: |
2013
|
|---|---|
| Authors: | Lim, Kian-Ping ; Luo, Weiwei ; Kim, Jae H. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 8 (1.3.), p. 953-962
|