PSEUDO-PREDICTABILITY IN CONDITIONAL ASSET PRICING TESTS: EXPLAINING ANOMALY PERFORMANCE WITH POLITICS, THE WEATHER, GLOBAL WARMING, SUNSPOTS, AND THE STARS
| Year of publication: |
2012
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|---|---|
| Authors: | Novy-Marx, Robert |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2012, 18063
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