@article{Campbell2006, title = {Efficient tests of stock return predictability}, author = {John Y. Campbell and Motohiro Yogo}, journal = {Journal of Financial Economics}, month = {Jul}, number = {1}, pages = {27--60}, url = {http://www.sciencedirect.com/science/article/B6VBX-4J2M2YV-1/1/cb80d708ba85875c83faffa529b696f5}, volume = {81}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/2e60cb56cb64885e8e94351c85c610bff/smicha}, keywords = {Bonferroni test } }