Return Predictability Under the Alternative

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Overview

authors

• Rossi, Marco

author list (cited authors)

• Rossi, M., Simin, T. T., & Smith, D. R.

complete list of authors

• Rossi, Marco||Simin, Timothy T||Smith, Daniel R

publication date

• November 2013

Research

keywords

• Analytical Standard Errors
• Overlapping Observations
• Power
• Predictability
• Size