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Efficient tests of stock return predictability

Journal of Financial Economics, 81(1): 27--60, 2006.
Authors: John Y. Campbell and Motohiro Yogo
URL: http://www.sciencedirect.com/science/article/B6VBX-4J2M2YV-1/1/cb80d708ba85875c83faffa529b696f5
Tags: Bonferroni test
| URL | BibTeX  
@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},
keywords = {Bonferroni test }
}