Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns

Joakim Westerlund and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Panel data; Predictive regression; Stock return predictability; China (search for similar items in EconPapers)
Date: 2014-01-01
New Economics Papers: this item is included in nep-cna, nep-ecm and nep-tra
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