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.. Attached Files Name Description MIMEType Size Downloads Title A random coefficient approach to the predictability of stock returns in panels Author(s) Westerlund, Joakim orcid.org/0000-0002-8030-5706 Narayan, Paresh orcid.org/0000-0001-7934-8146 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 Notes This working paper was later published in the journal 'Journal of Financial Econometrics' and is available online: http://doi.org/10.1093/jjfinec/nbu003 Language eng HERDC Research category CN.1 Other journal article Related work DU:30081168 Copyright notice ©2014, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30105837 Document type: Report Collections: Faculty of Business and Law RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work A random coefficient approach to the predictability of stock returns in panels Journal Article (deposited 05-02-2016) A random coefficient approach to the predictability of stock returns in panels Report (deposited 15-01-2018)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 15 Jan 2018, 13:59:53 EST Tue, 16 Jan 2018, 04:00:42 EST Tue, 16 Jan 2018, 08:51:40 EST Tue, 16 Jan 2018, 08:52:23 EST Mon, 05 Mar 2018, 10:03:25 EST Mon, 27 Aug 2018, 16:15:42 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 135 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Mon, 15 Jan 2018, 13:59:53 EST

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