Predicting UK stock returns and robust tests of mean variance efficiency
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Other versions of this item:
- Andrew Clare & Peter N Smith & Stephen Thomas, "undated". "Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency," Discussion Papers 96/22, Department of Economics, University of York.
References listed on IDEAS
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Flavin, T. J. & Wickens, M. R., 2003.
"Macroeconomic influences on optimal asset allocation,"
Review of Financial Economics,
Elsevier, vol. 12(2), pages 207-231.
- Flavin, Thomas & Wickens, Michael R., 2002. "Macroeconomic Influences on Optimal Asset Allocation," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.
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