مرکز منطقه ای اطلاع رساني علوم و فناوري - Stock return predictability and model uncertainty

Title of article :

Stock return predictability and model uncertainty

Author/Authors :

Doron Avramov، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

423

To page :

458

Keywords :

Stock return predictability , Model uncertainty , Bayesian model averaging , Variance decomposition , Portfolio selection

Journal title :

Journal of Financial Economics

Serial Year :

2002

Journal title :

Journal of Financial Economics

Record number :

257551

Link To Document :