Improved tests for stock return predictability (Q6082964)

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scientific article; zbMATH DE number 7773938
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Improved tests for stock return predictability
scientific article; zbMATH DE number 7773938

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    Improved tests for stock return predictability (English)
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    7 December 2023
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    augmented regression
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    endogeneity
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    persistence
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    predictive regression
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    weighted statistics
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