Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?
Kostakis, Alexandros, Magdalinos, Tassos, Stamatogiannis, Michalis P.Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3284149
File:
PDF, 2.53 MB
english, 2018