Up a level |
Number of items: 2.
Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Magdalinos, Tassos and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2015)
Robust Econometric Inference for Stock Return Predictability.
Review of Financial Studies, 28 (5).
pp. 1506-1553.
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.