Weak and semi-strong form stock return predictability revisited
By: Wayne E. Ferson, Andrea Heuson, Tie Su.
Contributors: Heuson, Andrea Jane, 1955-; Su, Tie, 1968-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11021.; Working paper series (National Bureau of Economic Research) -- working paper no. 11021.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 32
Subjects: Stocks -- Econometric models
Notes: "January 2005."

Includes bibliographical references (p. 23-25).

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