THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS

M Hashem Pesaran () and Allan Timmermann ()

Working Papers from California Los Angeles - Applied Econometrics

Keywords: financial market; securities (search for similar items in EconPapers)
Date: 1990
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Working Paper: THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS (1990)
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