Title of article
Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
28
From page
203
To page
230
Keywords
Market efficiency , stock returns , forecasting , Power functions , Long horizon regressions
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130764
Link To Document