Estimation Risk, Market Efficiency, and the Predictability of Returns
Author(s) -
Jonathan Lewellen,
Jay Shanken
Publication year - 2000
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7699
Subject(s) - predictability , econometrics , economics , market risk , estimation , financial economics , statistics , actuarial science , mathematics , business , management
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