articleJournal of Financial EconomicsJan 19, 2006Closed access

Efficient tests of stock return predictability☆

JHJulie H. CampbellMYMotohiro Yogo

Harvard University · University of Pennsylvania

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Abstract

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1,027
total citations
FWCI
72.33
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100%
References
41
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Predictability
  • Econometrics
  • Inference
  • Dividend yield
  • Stock (firearms)
  • Null hypothesis
  • Economics
  • Earnings
UN Sustainable Development Goals
  • Decent work and economic growth
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