C12 - Hypothesis Testing

Citations 1-5 of 5 total displayed.

Most recent content (1 Jul 2008):

Articles
The Myth of Long-Horizon Predictability

Jacob Boudoukh, Matthew Richardson, and Robert F. Whitelaw
Rev. Financ. Stud. 2008; 21: 1577-1605. [Abstract] [Full text] [PDF]  

Past content (since Oct 1994):

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
Stock Return Predictability: Is it There?

Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707. [Abstract] [Full text] [PDF]  

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]  

Articles
Analytical GMM tests: asset pricing with time-varying risk premiums

G Zhou
Rev. Financ. Stud. 1994; 7: 687-709. [Abstract] [PDF]