A reexamination of stock return predictability
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Cited in
(43)- A perspective on recent methods on testing predictability of asset returns
- Measuring excess-predictability of asset returns and market efficiency over time
- A unified test for predictability of asset returns regardless of properties of predicting variables
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- On the Economic Significance of Stock Return Predictability
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- How much stock return predictability can we expect from an asset pricing model?
- Stock return predictability despite low autocorrelation
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