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. Attached Files Name Description MIMEType Size Downloads Title Is stock return predictability time-varying? Author(s) Devpura, Neluka Narayan, Paresh Kumar Sharma, Susan Sunila orcid.org/0000-0002-7297-1557 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 Related Links Link Description Connect to in press version Go to link with your DU access privileges   Connect to Elements publication management system 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 Filtered Full Citation counts:   Cited 1 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 25 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Fri, 21 Jul 2017, 11:03:54 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.