Weak and Semi-Strong Form Stock Return Predictability Revisited
收藏NBER2005-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11021
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资源简介：
This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and no evidence that predictability has diminished
提供机构：
美国国家经济研究局
创建时间：
2005-01-01
