SMEAL WIKI

IS STOCK RETURN PREDICTABILITY SPURIOUS

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2003
VenueSSRN Electronic Journal
Typearticle
Citations80
DOI(no DOI)
OpenAlexW2104024060

Topics

Stock Market Forecasting MethodsSpurious relationshipPredictabilityEconometricsStock (firearms)Dividend yield