Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?

Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Magdalinos, Tassos and Stamatogiannis, Michail ORCID: 0000-0002-7283-7550 (2022) Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? Journal of Econometrics.

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Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	12 Dec 2022 09:53
Last Modified:	18 Jan 2023 19:40
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3166596