Predicting UK stock returns and robust tests of mean variance efficiency
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Bibliographic InfoPaper provided by Economics Division, School of Social Sciences, University of Southampton in its series Discussion Paper Series In Economics And Econometrics with number 9306.
Date of creation: 01 Jan 1993
Date of revision:
Other versions of this item:
- Andrew Clare & Peter N Smith & Stephen Thomas, . "Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency," Discussion Papers, Department of Economics, University of York 96/22, Department of Economics, University of York.
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- Douglas Staiger & James H. Stock, 1997.
"Instrumental Variables Regression with Weak Instruments,"
Econometrica, Econometric Society,
Econometric Society, vol. 65(3), pages 557-586, May.
- Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0151, National Bureau of Economic Research, Inc.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, Econometric Society, vol. 48(1), pages 1-48, January.
- Flavin, Thomas & Wickens, Michael R, 2002.
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CEPR Discussion Papers, C.E.P.R. Discussion Papers
3144, C.E.P.R. Discussion Papers.
- Flavin, T. J. & Wickens, M. R., 2003. "Macroeconomic influences on optimal asset allocation," Review of Financial Economics, Elsevier, Elsevier, vol. 12(2), pages 207-231.
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