Time-varying persistence in expected returns

Journal of Banking and Finance

Volumn 25, Issue 7, 2001, Pages 1271-1286

  Priestley, Richard ^a  

^a Department of Financial Economics   (Norway)

Author keywords

Expected returns; G0; G1; Persistence; Time variation

Indexed keywords

EID: 0042904408     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00135-7     Document Type: Article

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