PREDICTABILITY OF STOCK RETURNS: ROBUSTNESS AND ECONOMIC SIGNIFICANCE

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PESARAN M.H.; TIMMERMANN A.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:1995 | Volume:50 | Issue:4 Page(s): 1201-1228

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Information Journal Paper

Title

PREDICTABILITY OF STOCK RETURNS: ROBUSTNESS AND ECONOMIC SIGNIFICANCE

Author(s)

PESARAN M.H. | TIMMERMANN A. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

PROFITABILITY OF MOMENTUM AND CONTRARIAN STRATEGIES BASED ON TRADING VOLUME IN TEHRAN STOCK EXCHANGE: A COMPARISON OF EMERGING MARKET
A DYNAMIC INVESTIGATION TO INDEXES SPILLOVERS IN TEHRAN STOCK EXCHANGE USING A MULTIVARIATE DYNAMIC MODEL

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APA: Copy

PESARAN, M.H., & TIMMERMANN, A.. (1995). PREDICTABILITY OF STOCK RETURNS: ROBUSTNESS AND ECONOMIC SIGNIFICANCE. JOURNAL OF FINANCE, 50(4), 1201-1228. SID. https://sid.ir/paper/600218/en

Vancouver: Copy

PESARAN M.H., TIMMERMANN A.. PREDICTABILITY OF STOCK RETURNS: ROBUSTNESS AND ECONOMIC SIGNIFICANCE. JOURNAL OF FINANCE[Internet]. 1995;50(4):1201-1228. Available from: https://sid.ir/paper/600218/en

IEEE: Copy

M.H. PESARAN, and A. TIMMERMANN, “PREDICTABILITY OF STOCK RETURNS: ROBUSTNESS AND ECONOMIC SIGNIFICANCE,” JOURNAL OF FINANCE, vol. 50, no. 4, pp. 1201–1228, 1995, [Online]. Available: https://sid.ir/paper/600218/en

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