Robust Power Calculations With tests for Serial Correlation in stock Returns
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Bibliographic InfoPaper provided by Wharton School - Weiss Center for International Financial Research in its series Weiss Center Working Papers with number 12-91.
Length: 18 pages
Date of creation: 1991
Date of revision:
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Web page: http://finance.wharton.upenn.edu/weiss/
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stock market ; tests ; statistics;
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- Campbell, John Y., 2001.
"Why long horizons? A study of power against persistent alternatives,"
Journal of Empirical Finance,
Elsevier, vol. 8(5), pages 459-491, December.
- Campbell, John, 2001. "Why Long Horizons? A Study of Power Against Persistent Alternatives," Scholarly Articles 3196341, Harvard University Department of Economics.
- John Y. Campbell, 1993. "Why Long Horizons: A Study of Power Against Persistent Alternatives," NBER Technical Working Papers 0142, National Bureau of Economic Research, Inc.
- Perron, Pierre & Vodounou, Cosme, 2004. "Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 203-230, March.
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