Is stock return predictability time-varying?

Devpura, Neluka, Narayan, Paresh Kumar and Sharma, Susan Sunila 2018, Is stock return predictability time-varying?, Journal of international financial markets, institutions and money, vol. 52, pp. 152-172, doi: 10.1016/j.intfin.2017.06.001.

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Title Is stock return predictability time-varying?
Author(s) Devpura, Neluka
Narayan, Paresh KumarORCID iD for Narayan, Paresh Kumar
Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila
Journal name Journal of international financial markets, institutions and money
Volume number 52
Start page 152
End page 172
Total pages 21
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2018-01
ISSN 1042-4431
Keyword(s) Heteroskedasticity
Time-varying predictability
Predictive regression
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.
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Document type: Journal Article
Collection: Faculty of Business and Law
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