Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency
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Bibliographic InfoPaper provided by Department of Economics, University of York in its series Discussion Papers with number 96/22.
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Postal: Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom
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Fax: (0)1904 323759
Web page: http://www.york.ac.uk/economics/
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Other versions of this item:
- Clare, A. & Smith, P.N. & Thomas, S., 1993. "Predicting UK stock returns and robust tests of mean variance efficiency," Discussion Paper Series In Economics And Econometrics 9306, Economics Division, School of Social Sciences, University of Southampton.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Douglas Staiger & James H. Stock, 1997.
"Instrumental Variables Regression with Weak Instruments,"
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 0151, National Bureau of Economic Research, Inc.
- Flavin, Thomas & Wickens, Michael R, 2002.
"Macroeconomic Influences on Optimal Asset Allocation,"
CEPR 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, vol. 12(2), pages 207-231.
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