SMEAL WIKI

IS STOCK RETURN PREDICTABILITY SPURIOUS

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2003
VenueSSRN Electronic Journal
Typepreprint
Citations76
DOI(no DOI)
OpenAlexW2104024060

Topics

Financial Markets and Investment StrategiesSpurious relationshipPredictabilityEconometricsStock (firearms)Dividend yield