Instability of return prediction models

Journal of Empirical Finance

Volumn 13, Issue 3, 2006, Pages 274-315

  Paye, Bradley S ^a   Timmermann, Allan ^b  

^a RICE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

International stock markets; Model instability; Predictability of stock returns; Structural breaks

Indexed keywords

EID: 33646807168     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2005.11.001     Document Type: Article

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