On the Predictability of Stock Returns: An Asset-Allocation Perspective

• 1 June 1996
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 51  (2) , 385-424
• https://doi.org/10.2307/2329366

Abstract

Keywords

• STOCK RETURNS
• SUBSTANTIAL
• CASH
• MONTHLY
• WEAK
• ASSET
• PORTFOLIO
• AVERSE

All Related Versions

• Version 1, RePEc (Unconfirmed version)