A random coefficient approach to the predictability of stock returns in panels

Journal of Financial Econometrics

Volumn 13, Issue 3, 2015, Pages 605-664

  Westerlund, Joakim ^a   Narayan, Paresh ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Panel data; Predictive regression; Stock return predictability

Indexed keywords

EID: 84925282417     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbu003     Document Type: Article

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