Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests

By K. Lim, Wei Luo, Jae Hyun Kim. 2013

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9218387e48853c0a00e32de6c524aaf14afd7936