Similar Search Results - EconBiz

Spurious regressions in financial economics?

Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1393-1414

Persistent link: https://www.econbiz.de/10001780902

Spurious regressions in financial economics?

Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - 2002

Persistent link: https://www.econbiz.de/10001695917

Spurious Regressions in Financial Economics?

Ferson, Wayne E. - 2010

Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions for stock returns related to the classic studies of Yule (1926) and Granger and Newbold (1974). Data mining for predictor variables interacts with spurious regression bias. The...

Persistent link: https://www.econbiz.de/10012762990

Spurious Regressions in Financial Economics?

Ferson, Wayne E. - 2002

Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions for stock returns related to the classic studies of Yule (1926) and Granger and Newbold (1974). Data mining for predictor variables interacts with spurious regression bias. The...

Persistent link: https://www.econbiz.de/10012469566

Changes in expected security returns, risk, and the level of interest rates

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217

Persistent link: https://www.econbiz.de/10001080362

Economic, financial, and fundamental global risk inside and outside the EMU

Ferson, Wayne E.; Harvey, Campbell R. - In: Swedish economic policy review 6 (1999) 1, pp. 123-184

Persistent link: https://www.econbiz.de/10001403943

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

An exploratory investigation of the fundamental determinants of national equity market returns

Ferson, Wayne E. - In: The internationalization of equity markets, (pp. 59-138). 1994

Persistent link: https://www.econbiz.de/10001291053

Fundamental determinants of national equity market returns : a perspective on conditional asset pricing

Ferson, Wayne E. - In: Journal of banking & finance 21 (1997) 11, pp. 1625-1665

Persistent link: https://www.econbiz.de/10001236726

Conditioning manager alphas on economic information : another look at the persistence of performance

Christopherson, Jon A. - In: The review of financial studies 11 (1998) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10001239331

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