Choi, In; Chue, Timothy K. - Institute of Economic Research, Hitotsubashi University - 2006
We develop subsampling-based tests of stock-return predictability and apply them to U.S. data. These tests allow for …
Hi-Stat
Discussion Paper Series
No.178
Subsampling-Based Tests of Stock-Return Predictability …
Kunitachi, Tokyo, 186-8603 Japan
http://hi-stat.ier.hit-u.ac.jp/
Subsampling-Based Tests of Stock-Return Predictability
In …