مرکز منطقه ای اطلاع رساني علوم و فناوري - Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework

Title of article :

Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

203

To page :

230

Keywords :

Market efficiency , stock returns , forecasting , Power functions , Long horizon regressions

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130764

Link To Document :