Jackknifing stock return predictions

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 793-803

  Chiquoine, Benjamin ^a   Hjalmarsson, Erik ^b  

^a Investment Fund for Foundations   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

Bias correction; Jackknifing; Predictive regression; Stock return predictability

Indexed keywords

EID: 70349808001     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.07.003     Document Type: Article

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