On the Economic Significance of Stock Return Predictability

DOI10.1093/ROF/RFAC035MaRDI QIDQ6108967zbMATH OpenFDO

Authors Scott Cederburg, Michael S. O'Doherty

Publication date 30 June 2023

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ROF/RFAC035

zbMATH Keywords

economic significancestock market return predictabilitytime-varying volatility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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