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Predicting Stock Returns in an Efficient Market
Home
Publications
Predicting Stock Returns in an Efficient Market
Predicting Stock Returns in an Efficient Market
Ronald J. Balvers
Ronald J. Balvers
TC
Thomas F. Cosimano
Thomas F. Cosimano
Bill McDonald
Bill McDonald
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1 September 1990
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 45
(4)
,
1109-1128
https://doi.org/10.2307/2328717
Abstract
No abstract available
Keywords
STOCK RETURNS
PREDICTABLE
AGGREGATE OUTPUT
BASED ON RATIONAL
FINANCIAL ASSET
SERIAL CORRELATION
MODEL IS A STANDARD
Cited by 76 articles