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Is stock return predictability time-varying?

Devpura, Neluka, Narayan, Paresh Kumar and Sharma, Susan Sunila 2017, Is stock return predictability time-varying?, Journal of international financial markets, institutions and money, pp. 1-21, doi: 10.1016/j.intfin.2017.06.001.

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Title Is stock return predictability time-varying?
Author(s) Devpura, Neluka
Narayan, Paresh Kumar
Sharma, Susan Sunila
Journal name Journal of international financial markets, institutions and money
Start page 1
End page 21
Total pages 21
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2017-06-27
ISSN 1042-4431
Keyword(s) Heteroskedasticity
Time-varying predictability
Predictive regression
Notes In press
Language eng
DOI 10.1016/j.intfin.2017.06.001
Field of Research 1502 Banking, Finance And Investment
1402 Applied Economics
Copyright notice ©2017, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30098290

Document type: Journal Article
Collection: Faculty of Business and Law
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