Are financial returns really predictable out-of-sample? evidence from a new bootstrap test

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Liu, Li (VerfasserIn)
Weitere Verfasser:	Bu, Ruijun (VerfasserIn), Pan, Zhiyuan (VerfasserIn), Xu, Yuhua (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	Stock returns > Block bootstrap > Mean predictability > S&P 500 index > Aufsatz in Zeitschrift
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