A random coefficient approach to the predictability of stock returns in panels

Joakim Westerlund and Paresh Narayan

Working Papers from Deakin University, Department of Economics

Keywords: Panel data; Predictive regression; Stock return predictability (search for similar items in EconPapers)
Date: 2014-01-01
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Journal Article: A Random Coefficient Approach to the Predictability of Stock Returns in Panels (2015)
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