Work

Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3390982

Authors: Qingqing Chen, Yongmiao Hong

Institutions: Office of the Comptroller of the Currency, Government of the United States of America, Cornell 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: W2188156563

Cites: 64

Cited by: 23

Related to: 10