The finite sample power of long-horizon predictive tests in models with financial bubbles
Alex Maynard, Dongmeng Ren
| Year of publication: |
2019
|
|---|---|
| Authors: | Maynard, Alex ; Ren, Dongmeng |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 418-430
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| Subject: | Stock return predictability | Asset bubbles | Long-horizon regression | Predictive regression | Spekulationsblase | Bubbles | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208194