Size and power in tests of return predictability
Year of publication: |
2022
|
---|---|
Authors: | LeRoy, Stephen F. ; Singhania, Rish |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 6, p. 1153-1167
|
Subject: | Power | Dividend-growth regressions | Long-horizon regressions | Market efficiency | Return predictability | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Theorie | Theory | Statistischer Test | Statistical test |
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