Estimation risk, market efficiency, and the predictability of returns

Estimation risk, market efficiency, and the predictability of returns

Bibliographic Details
Main Author: Lewellen, Jonathan
Other Authors: Shanken, Jay
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2000.
Series:NBER working paper series no.7699
Subjects:
Stock price forecasting > Econometric models.
Risk assessment > Econometric models.
Efficient market pricing model.
Capital assets pricing model.
Rate of return > Econometric models.