Predictability of Stock Returns: Robustness and Economic Significance

• 1 September 1995
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 50  (4) , 1201-1228
• https://doi.org/10.2307/2329349

Abstract

Keywords

• STOCK RETURNS
• CALM
• VOLATILE
• TRANSACTION COSTS
• INVESTORS
• PREDICTABILITY
• ECONOMIC