• Title of article

    Efficient tests of stock return predictability

  • Author/Authors

    John Y. Campbell، نويسنده , , Motohiro Yogo، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    34
  • From page
    27
  • To page
    60
  • Keywords
    stock returns , Dividend yield , predictability , Unit root , Bonferroni test
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2006
  • Journal title
    Journal of Financial Economics
  • Record number

    257841