Short-term predictability of equity returns along two style dimensions
Andrei Shynkevich
| Year of publication: |
2012
|
|---|---|
| Authors: | Shynkevich, Andrei |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 5, p. 675-685
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| Subject: | Return predictability | Trading rule | Data snooping | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009700611