Simple tests for stock return predictability with good size and power properties (Q2043264)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7376514
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simple tests for stock return predictability with good size and power properties |
scientific article; zbMATH DE number 7376514 |
Statements
Simple tests for stock return predictability with good size and power properties (English)
0 references
30 July 2021
0 references
predictive regression
0 references
persistence
0 references
endogeneity
0 references
quasi-GLS demeaning
0 references
unit root test
0 references
hybrid statistic
0 references
0 references
0 references
0 references
0.93192655
0 references
0.9038729
0 references
0.88083595
0 references
0.87221634
0 references
0.8706024
0 references
0.86995673
0 references
0 references
0.8625566
0 references
