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Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2000
VenueSSRN Electronic Journal
Typepreprint
Citations64
DOI10.2139/ssrn.242112
OpenAlexW2119761516

Topics

Financial Markets and Investment StrategiesSpurious relationshipEconometricsAutocorrelationRegressionRegression analysis