Some curious power properties of long-horizon tests
Year of publication: |
2012
|
---|---|
Authors: | Hjalmarsson, Erik |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 9.2012, 2, p. 81-91
|
Publisher: |
Elsevier |
Subject: | Power properties | Predictive regressions | Long-horizon regressions | Stock return predictability |
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