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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A random coefficient approach to the predictability of stock returns in panels
This working paper was later published in the journal 'Journal of Financial Econometrics' and is available online: http://doi.org/10.1093/jjfinec/nbu003
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