A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081): Difference between revisions
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Revision as of 16:54, 5 March 2024
scientific article; zbMATH DE number 6939288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests |
scientific article; zbMATH DE number 6939288 |
Statements
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (English)
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19 September 2018
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Fama-French portfolios
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market efficiency
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Monte Carlo experiment
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panel data
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wild bootstrap
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