Efficient tests of stock return predictability
By: John Y. Campbell, Motohiro Yogo.
Contributors: Yogo, Motohiro.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10026.; Working paper series (National Bureau of Economic Research) -- working paper no. 10026.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 51
Subjects: Stock price forecasting -- Econometric models; Rate of return -- Forecasting -- Econometric models
Genres: Econometric models.
Notes: "October 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).