Efficient Tests of Stock Return Predictability
Year of publication: |
2003-10
|
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Authors: | Campbell, John Y. ; Yogo, Motohiro |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Campbell, John Y. and Motohiro Yogo. "Efficient Tests Of Stock Return Predictability," Journal of Financial Economics, 2006, v81(1,Jul), 27-60. Number 10026 |
Classification: | C22 - Time-Series Models ; G1 - General Financial Markets |
Source: |
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