Pseudo market timing and predictive regressions
By: Malcolm P. Baker, Ryan Taliaferro, Jeffrey Wurgler.
Contributors: Taliaferro, Ryan.; Wurgler, Jeffrey.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10823.; Working paper series (National Bureau of Economic Research) -- working paper no. 10823.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Stocks -- Mathematical models
Notes: "October 2004."

Includes bibliographical references.

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