Weak and semi-strong form stock return predictability, revisited
By: Wayne E. Ferson, Andrea Heuson, Tie Su.
Contributors: Heuson, Andrea Jane, 1955-; Su, Tie.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10689.; Working paper series (National Bureau of Economic Research) -- working paper no. 10689.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 34
Subjects: Rate of return -- United States -- Mathematical models; Stocks -- Prices -- United States; Portfolio management -- United States
Notes: "August 2004."

Includes bibliographical references (p. 24-27).

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