Work

Efficient Tests of Stock Return Predictability

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.343782

Authors: John Y. Campbell, Motohiro Yogo

Institutions: National Bureau of Economic Research, Harvard University, Princeton University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2104839685

Cites: 54

Cited by: 92

Related to: 10