Spurious Regressions in Financial Economics?
Preprint
- 1 January 2000
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
No abstract availableThis publication has 23 references indexed in Scilit:
- Stock returns and the term structurePublished by Elsevier ,2002
- Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?The Review of Financial Studies, 1999
- On biases in tests of the expectations hypothesis of the term structure of interest ratesJournal of Financial Economics, 1997
- THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED1Mathematical Finance, 1994
- Stock Returns, Expected Returns, and Real ActivityThe Journal of Finance, 1990
- The dividend ratio model and small sample bias: A Monte Carlo studyEconomics Letters, 1989
- Economic Significance of Predictable Variations in Stock Index ReturnsThe Journal of Finance, 1989
- Time-Variation in Expected ReturnsThe Journal of Business, 1988
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970