Testing for stock return predictability in a large Chinese panel

Joakim Westerlund, Paresh Narayan and Xinwei Zheng

Working Papers from Deakin University, Department of Economics

Keywords: Panel data; Bias; Cross-section dependence; Predictive regression; Stock return predictability; China (search for similar items in EconPapers)
Date: 2015-01-01
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Citations: View citations in EconPapers (24)

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http://www.dx.doi.org/10.1016/j.ememar.2015.05.004

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