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Are international stock returns predictable?: An application of spectral shape tests corrected for heteroskedasticity

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  • McPherson, Matthew Q.
  • Palardy, Joseph
  • Vilasuso, Jon

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  • McPherson, Matthew Q. & Palardy, Joseph & Vilasuso, Jon, 2005. "Are international stock returns predictable?: An application of spectral shape tests corrected for heteroskedasticity," Journal of Economics and Business, Elsevier, vol. 57(2), pages 103-118.
    • Handle: RePEc:eee:jebusi:v:57:y:2005:i:2:p:103-118
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    Cited by:

    1. Kim, Sei-Wan & Mollick, André V. & Nam, Kiseok, 2008. "Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets," Global Finance Journal, Elsevier, vol. 19(1), pages 19-31.

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