Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
Year of publication: |
2012-05
|
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Authors: | Novy-Marx, Robert |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP CF published as Novy-Marx, Robert, “Predicting Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars,” Journal of Financial Economics, forthcoming. Number 18063 |
Classification: | C53 - Forecasting and Other Model Applications ; G0 - Financial Economics. General ; G12 - Asset Pricing |
Source: |
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