Cross-sectional and time-series tests of return predictability : what is the difference?
Year of publication: |
May 2018
|
---|---|
Authors: | Goyal, Amit ; Jegadeesh, Narasimhan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 5, p. 1784-1824
|
Subject: | Kapitalmarktrendite | Capital market returns | Zeitreihenanalyse | Time series analysis | Querschnittsanalyse | Cross-section analysis | Prognoseverfahren | Forecasting model | USA | United States | 1946-2013 |
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