Kostakis, Alexandros, Magdalinos, Tassos and Stamatogiannis, Michalis (2022) Taking stock of long-horizon predictability tests: are factor returns predictable? Journal of Econometrics. (doi:10.1016/j.jeconom.2022.10.009). (In Press)
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In preparation date: 2022
Accepted/In Press date: 2022
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Local EPrints ID: 471439
URI: http://eprints.soton.ac.uk/id/eprint/471439
ISSN: 0304-4076
PURE UUID: 47bc35a1-f980-42ee-a0e9-309374627a43
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Date deposited: 08 Nov 2022 18:24
Last modified: 25 Oct 2024 17:05
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