How much stock return predictability can we expect from an asset pricing model?
type: Item
instance of: scholarly article
title: How much stock return predictability can we expect from an asset pricing model?
zbMATH Open document ID: 1284.91164
author: Guofu Zhou
published in: Economics Letters
publication date: 2010-08-18T00:00:00Z
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 5772480
zbMATH Keywords: predictive regression
zbMATH Keywords: \(R\)-squared
zbMATH Keywords: forecasting stock return
MaRDI profile type: Publication
full work available at URL: j.econlet.2010.05.008
OpenAlex ID: W3125966275
cites work: Q4794153
cites work: Common risk factors in the returns on stocks and bonds
cites work: Q3219581
DOI: 10.1016/J.ECONLET.2010.05.008
description: scientific article; zbMATH DE number 5772480