✦ LIBER ✦

DATA REVISIONS AND OUT-OF-SAMPLE STOCK RETURN PREDICTABILITY

✍ Scribed by HUI GUO

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

In-sample vs. out-of-sample tests of sto

✍ David E. Rapach; Mark E. Wohar 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 199 KB

Nonlinearity, data-snooping, and stock i

✍ Jian Yang; Juan Cabrera; Tao Wang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 243 KB

Real-time macroeconomic data and ex ante

✍ Jörg Döpke; Daniel Hartmann; Christian Pierdzioch 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 190 KB

Disagreement and return predictability o

✍ Jialin Yu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 603 KB

Stock return predictability and the adap

✍ Jae H. Kim; Abul Shamsuddin; Kian-Ping Lim 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 679 KB

South African stock return predictabilit

✍ Rangan Gupta; Mampho P. Modise 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 250 KB