• Title of article

    Market timing and return prediction under model instability

  • Author/Authors

    M. Hashem Pesaran، نويسنده , , Allan Timmermann، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2002
  • Pages
    16
  • From page
    495
  • To page
    510
  • Keywords
    Predictability of US stock returns , Market timing information , Structural breaks
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2002
  • Journal title
    Journal of Empirical Finance
  • Record number

    130724

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130724