Spurious regressions in financial economics?
By: Wayne E. Ferson, Sergei Sarkissian, Timothy Simin.
Contributors: Sarkissian, Sergei.; Simin, Timothy T.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9143; Working paper series (National Bureau of Economic Research) -- working paper no. 9143.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 34
Subjects: Stock price forecasting.; Regression analysis.
Notes: "September 2002."

JEL no. G100, G120, G140, C100, C120, C220.

Includes bibliographical references (p. 24-27).

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Electronic version available via the Internet at the NBER World Wide Web site.