Is stock return predictability time-varying? Devpura, Neluka, Narayan, Paresh Kumar and Sharma, Susan Sunila 2018, Is stock return predictability time-varying?, Journal of international financial markets, institutions and money, vol. 52, pp. 152-172, doi: 10.1016/j.intfin.2017.06.001. Attached Files Name Description MIMEType Size Downloads Title Is stock return predictability time-varying? Author(s) Devpura, Neluka Narayan, Paresh Kumar orcid.org/0000-0001-7934-8146 Sharma, Susan Sunila orcid.org/0000-0002-7297-1557 Journal name Journal of international financial markets, institutions and money Volume number 52 Start page 152 End page 172 Total pages 21 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2018-01 ISSN 1042-4431 Keyword(s) Heteroskedasticity Time-varying predictability Predictive regression 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 Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Fri, 21 Jul 2017, 11:03:54 EST Sat, 22 Jul 2017, 05:06:17 EST Mon, 24 Jul 2017, 08:29:19 EST Thu, 07 Sep 2017, 14:12:17 EST Tue, 12 Sep 2017, 15:55:51 EST Tue, 12 Sep 2017, 15:59:37 EST Tue, 12 Sep 2017, 16:00:41 EST Tue, 12 Sep 2017, 16:01:36 EST Sat, 13 Jan 2018, 01:31:23 EST Thu, 19 Jul 2018, 10:52:12 EST Filtered Full Citation counts:   Cited 44 times in TR Web of Science Cited 53 times in Scopus Search Google Scholar Access Statistics: 323 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Fri, 21 Jul 2017, 11:03:54 EST

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