Pitfalls in market timing test

Economics Letters

Volumn 103, Issue 3, 2009, Pages 123-126

  Chu, Chia Shang ^a   Lu, Liping ^a   Shi, Zhentao ^a  

^a PEKING UNIVERSITY   (China)

Author keywords

Market timing test; Markov regression; Spurious regression

Indexed keywords

EID: 67349215015     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.01.034     Document Type: Article

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