Narrow search
Showing 1 - 3 of 3
Cover Image
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018
Persistent link: https://www.econbiz.de/10011977460
Cover Image
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
Cover Image
Size and power in tests of return predictability
LeRoy, Stephen F.; Singhania, Rish - In: Quantitative finance 22 (2022) 6, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890