Pseudo Market Timing and Predictive Regressions
收藏NBER2004-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10823
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资源简介：
A number of studies claim that aggregate managerial decision variables, such as aggregate equity issuance, have power to predict stock or bond market returns. Recent research argues that these results may be driven by an aggregate time-series version of Schultz's (2003) pseudo market timing bias. We
提供机构：
美国国家经济研究局
创建时间：
2004-10-01
