Time-varying short-horizon predictability

Journal of Financial Economics

Volumn 99, Issue 3, 2011, Pages 560-580

  Henkel, Sam James ^a   Martin, J Spencer ^a   Nardari, Federico ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

Asset pricing; Business fluctuations; Financial markets and the macroeconomy; Stock return predictability

Indexed keywords

EID: 78951479089     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.09.008     Document Type: Article

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