Economic Significance of Predictable Variations in Stock Index Returns

• 1 December 1989
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 44  (5) , 1177-1189
• https://doi.org/10.2307/2328638

Abstract

Keywords

• STOCKS
• ASSETS MANAGED
• ECONOMIC
• FORECASTING
• RETURNS KNOWLEDGE
• STOCK INDEX
• PREDICTABLE VARIATIONS
• INDEX RETURNS
• PORTFOLIO MANAGER