Improved tests for stock return predictability
David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
| Year of publication: |
2023
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|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 9/10, p. 834-861
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| Subject: | Augmented regression | endogeneity | persistence | predictive regression | weighted statistics | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2222634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014420348