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

Mohammad Pesaran and Allan Timmermann

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: financial; market (search for similar items in EconPapers)
Pages: 43 pages
Date: 1990
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Working Paper: THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS (1990)
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