Predictable stock returns
Subtitle: reality or statistical illusion?
By: Charles R. Nelson, Myung J. Kim.
Contributors: Kim, Myung Jig.
Series: NBER working paper series -- working paper no. 3297; Working paper series (National Bureau of Economic Research) -- working paper no. 3297.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 27
Subjects: Rate of return -- Forecasting -- Econometric models.; Stocks -- Prices -- Econometric models.; Monte Carlo method -- Evaluation.; Regression analysis.
Notes: "March 1990."

Includes bibliographical references (p. 26-27)