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
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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. |
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