Pseudo Market Timing and Predictive Regressions
Year of publication: |
2004-10
|
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Authors: | Baker, Malcolm ; Wurgler, Jeffrey ; Taliaferro, Ryan |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | CF AP Number 10823 |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G32 - Financing Policy; Capital and Ownership Structure ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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