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Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2003
VenueThe Journal of Finance
Typearticle
Citations573
DOI10.1111/1540-6261.00571
OpenAlexW3124684890

Topics

Financial Markets and Investment StrategiesSpurious relationshipEconometricsAutocorrelationRegressionStock (firearms)