A random coefficient approach to the predictability of stock returns in panels
Year of publication: |
2015
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Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 3, p. 605-664
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Subject: | panel data | predictive regression | stock return predictability | Panel | Panel study | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Regressionsanalyse | Regression analysis |
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