Why Does Return Predictability Concentrate in Bad Times?

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|72|6|2717-2758

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.72, Iss.6, 2017-12, pp. : 2717-2758

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract