How much stock return predictability can we expect from an asset pricing model? (Q988662)

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scientific article; zbMATH DE number 5772480
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How much stock return predictability can we expect from an asset pricing model?
scientific article; zbMATH DE number 5772480

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    How much stock return predictability can we expect from an asset pricing model? (English)
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    18 August 2010
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    predictive regression
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    \(R\)-squared
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    forecasting stock return
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