![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Publisher: Routledge Ltd
ISSN: 1466-4283
Source: Applied Economics, Vol.43, Iss.22, 2011-09, pp. : 2865-2881
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Sequential Learning, Predictability, and Optimal Portfolio Returns
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 2, 2014-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Sequential Learning, Predictability, and Optimal Portfolio Returns
THE JOURNAL OF FINANCE, Vol. 69, Iss. 2, 2014-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Understanding the Predictability of Excess Returns
Credit and Capital Markets – Kredit und Kapital, Vol. 49, Iss. 4, 2016-12 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Informed Trading and Portfolio Returns
By Boulatov Alex Hendershott Terrence Livdan Dmitry
The Review of Economic Studies, Vol. 80, Iss. 1, 2013-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Market Segmentation and Cross‐predictability of Returns
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 4, 2010-08 ,pp. :