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

Westerlund, Joakim and Narayan, Paresh 2014, A random coefficient approach to the predictability of stock returns in panels, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title A random coefficient approach to the predictability of stock returns in panels
Author(s) Westerlund, Joakim
Narayan, Paresh
Publication date 2014
Series School Working Paper - Financial Econometrics Series ; SWP 2014/10
Total pages 66
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Panel data
Predictive regression
Stock return predictability
RePEc:dkn:ecomet:fe_2014_10
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2014, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105837

Document type: Report
Collection: RePEc Working Papers
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