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

DOI10.1016/J.ECONLET.2010.05.008zbMath1284.91164OpenAlexW3125966275MaRDI QIDQ988662

Guofu Zhou

Publication date: 18 August 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.05.008

zbMATH Keywords

predictive regression\(R\)-squaredforecasting stock return

Mathematics Subject Classification ID

Related Items (2)

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Cites Work

• Common risk factors in the returns on stocks and bonds
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