How much stock return predictability can we expect from an asset pricing model?

✍ Scribed by Guofu Zhou

• Book ID: 116422625
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 155 KB
• Volume: 108
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2010.05.008