Simple tests for stock return predictability with good size and power properties
| Autor: | Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert |
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| Zdroj: | In Journal of Econometrics September 2021 224(1):198-214 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect