QQ客服 官方微博 反馈留言

	The finite sample power of long-horizon predictive tests in models with financial bubbles
	Maynard, Alex; Ren, Dongmeng
刊名	INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
	2019
卷号	63页码:418-430
关键词	Asset bubbles Predictive regression Long-horizon regression Stock return predictability
DOI	10.1016/j.irfa.2016.10.006
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4545078
专题	山东大学
作者单位	1.Univ Guelph, Dept Econ & Finance, Guelph, ON, Canada. 2.Shandong Univ, Ctr Econ Res, Jinan, Shandong, Peoples R China
推荐引用方式 GB/T 7714	Maynard, Alex,Ren, Dongmeng. The finite sample power of long-horizon predictive tests in models with financial bubbles[J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS,2019,63:418-430.
APA	Maynard, Alex,&Ren, Dongmeng.(2019).The finite sample power of long-horizon predictive tests in models with financial bubbles.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS,63,418-430.
MLA	Maynard, Alex,et al."The finite sample power of long-horizon predictive tests in models with financial bubbles".INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 63(2019):418-430.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。