Title of article
The dual contributions of information instruments in return models: magnitude and direction predictability
Author/Authors
Bob Korkie، نويسنده , , Ranjini Sivakumar، نويسنده , , Harry Turtle، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
13
From page
511
To page
523
Keywords
Nonlinearity , Heteroskedasticity , Return predictability , Magnitude prediction , Sign prediction
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130725
Link To Document