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Keywords: Time-varying predictability
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Journal Articles
Review of Accounting and Finance (2018) 17 (2): 259–279.
Published: 14 May 2018
...-of-sample predictability Time-varying predictability C10 C13 G12 G21 Forecasting market excess returns has received a great deal of attention from researchers because it has implications for portfolio management, market efficiency and economic policy[ 1 ],[ 2 ]. Many variables have been...

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