Simple tests for stock return predictability with good size and power properties (Q2043264)
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scientific article; zbMATH DE number 7376514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple tests for stock return predictability with good size and power properties |
scientific article; zbMATH DE number 7376514 |
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Simple tests for stock return predictability with good size and power properties (English)
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30 July 2021
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predictive regression
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persistence
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endogeneity
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quasi-GLS demeaning
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unit root test
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hybrid statistic
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0.93192655
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0.9038729
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0.88083595
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0.87221634
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0.8706024
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0.86995673
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0.8625566
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