On the Economic Significance of Stock Return Predictability

DOI10.1093/ROF/RFAC035zbMath1519.91237MaRDI QIDQ6108967

Unnamed Author, Scott Cederburg, Michael S. O'Doherty

Publication date: 30 June 2023

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

zbMATH Keywords

time-varying volatilityeconomic significancestock market return predictability

Mathematics Subject Classification ID

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

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