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Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim, Narayan, Paresh and Zheng, Xinwei 2015, Testing for stock return predictability in a large Chinese panel, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Testing for stock return predictability in a large Chinese panel
Author(s) Westerlund, Joakim
Narayan, Paresh
Zheng, XinweiORCID iD for Zheng, Xinwei orcid.org/0000-0001-5970-4609
Publication date 2015
Series School Working Paper - Financial Econometrics Series ; SWP 2015/11
Total pages 33
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Panel data
Bias
Cross-section dependence
Predictive regression
Stock return predictability
China
RePEc:dkn:econwp:fe_2015_11
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2015, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106644

Document type: Report
Collection: RePEc Working Papers
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