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Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

AutorA. Goyal, N. Jegadeesh
JournalThe Review of Financial Studies
Datum13. Jan. 2017
KategorieAcademic Publications
Volumevol 31(5), pp 1784–1824
Linkhttps://academic.oup.com/rfs/article-abstract/31/5/1784/4636242?redirectedFrom=fulltext

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