Matches in SemOpenAlex for { <https://semopenalex.org/work/W1999907501> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W1999907501 abstract "This paper aims at improved accuracy in testing for long-run predictability in noisy series, such as stock market returns. Long-horizon regressions have previously been the dominant approach in this area. We suggest an alternative method that yields more accurate results. We find evidence of predictability in S&P 500 returns even when the con fidence intervals are constructed using model-free methods based on sub-sampling." @default.
- W1999907501 created "2016-06-24" @default.
- W1999907501 creator A5003679883 @default.
- W1999907501 date "2013-01-01" @default.
- W1999907501 modified "2023-09-26" @default.
- W1999907501 title "A Frequency-Domain Alternative to Long-Horizon Regressions with Application to Return Predictability" @default.
- W1999907501 cites W1502322820 @default.
- W1999907501 cites W1536208910 @default.
- W1999907501 cites W1591820897 @default.
- W1999907501 cites W1607052612 @default.
- W1999907501 cites W1983403542 @default.
- W1999907501 cites W1996879164 @default.
- W1999907501 cites W2001345977 @default.
- W1999907501 cites W2026416204 @default.
- W1999907501 cites W2034548275 @default.
- W1999907501 cites W2052270655 @default.
- W1999907501 cites W2063009289 @default.
- W1999907501 cites W2065095767 @default.
- W1999907501 cites W2090128667 @default.
- W1999907501 cites W2093718718 @default.
- W1999907501 cites W2101567517 @default.
- W1999907501 cites W2111440267 @default.
- W1999907501 cites W2144570112 @default.
- W1999907501 cites W2153034546 @default.
- W1999907501 cites W2154860111 @default.
- W1999907501 cites W2402557919 @default.
- W1999907501 cites W3015657349 @default.
- W1999907501 cites W3023246137 @default.
- W1999907501 cites W3124567466 @default.
- W1999907501 cites W3121403828 @default.
- W1999907501 doi "https://doi.org/10.2139/ssrn.2297934" @default.
- W1999907501 hasPublicationYear "2013" @default.
- W1999907501 type Work @default.
- W1999907501 sameAs 1999907501 @default.
- W1999907501 citedByCount "1" @default.
- W1999907501 countsByYear W19999075012016 @default.
- W1999907501 crossrefType "journal-article" @default.
- W1999907501 hasAuthorship W1999907501A5003679883 @default.
- W1999907501 hasConcept C105795698 @default.
- W1999907501 hasConcept C127413603 @default.
- W1999907501 hasConcept C143724316 @default.
- W1999907501 hasConcept C149782125 @default.
- W1999907501 hasConcept C151730666 @default.
- W1999907501 hasConcept C159176650 @default.
- W1999907501 hasConcept C162324750 @default.
- W1999907501 hasConcept C19118579 @default.
- W1999907501 hasConcept C197640229 @default.
- W1999907501 hasConcept C204036174 @default.
- W1999907501 hasConcept C2524010 @default.
- W1999907501 hasConcept C31972630 @default.
- W1999907501 hasConcept C33923547 @default.
- W1999907501 hasConcept C41008148 @default.
- W1999907501 hasConcept C78519656 @default.
- W1999907501 hasConcept C86803240 @default.
- W1999907501 hasConceptScore W1999907501C105795698 @default.
- W1999907501 hasConceptScore W1999907501C127413603 @default.
- W1999907501 hasConceptScore W1999907501C143724316 @default.
- W1999907501 hasConceptScore W1999907501C149782125 @default.
- W1999907501 hasConceptScore W1999907501C151730666 @default.
- W1999907501 hasConceptScore W1999907501C159176650 @default.
- W1999907501 hasConceptScore W1999907501C162324750 @default.
- W1999907501 hasConceptScore W1999907501C19118579 @default.
- W1999907501 hasConceptScore W1999907501C197640229 @default.
- W1999907501 hasConceptScore W1999907501C204036174 @default.
- W1999907501 hasConceptScore W1999907501C2524010 @default.
- W1999907501 hasConceptScore W1999907501C31972630 @default.
- W1999907501 hasConceptScore W1999907501C33923547 @default.
- W1999907501 hasConceptScore W1999907501C41008148 @default.
- W1999907501 hasConceptScore W1999907501C78519656 @default.
- W1999907501 hasConceptScore W1999907501C86803240 @default.
- W1999907501 hasLocation W19999075011 @default.
- W1999907501 hasOpenAccess W1999907501 @default.
- W1999907501 hasPrimaryLocation W19999075011 @default.
- W1999907501 hasRelatedWork W1592122091 @default.
- W1999907501 hasRelatedWork W1914754730 @default.
- W1999907501 hasRelatedWork W1959693512 @default.
- W1999907501 hasRelatedWork W2026416204 @default.
- W1999907501 hasRelatedWork W2065095767 @default.
- W1999907501 hasRelatedWork W2128929310 @default.
- W1999907501 hasRelatedWork W2144864624 @default.
- W1999907501 hasRelatedWork W2169718191 @default.
- W1999907501 hasRelatedWork W2947983066 @default.
- W1999907501 hasRelatedWork W3122414185 @default.
- W1999907501 hasRelatedWork W3122963975 @default.
- W1999907501 hasRelatedWork W3123978137 @default.
- W1999907501 hasRelatedWork W3125242837 @default.
- W1999907501 hasRelatedWork W3125578252 @default.
- W1999907501 hasRelatedWork W3125727751 @default.
- W1999907501 hasRelatedWork W3126038505 @default.
- W1999907501 hasRelatedWork W3126190856 @default.
- W1999907501 hasRelatedWork W3183880097 @default.
- W1999907501 hasRelatedWork W3201663904 @default.
- W1999907501 hasRelatedWork W3211536030 @default.
- W1999907501 isParatext "false" @default.
- W1999907501 isRetracted "false" @default.
- W1999907501 magId "1999907501" @default.
- W1999907501 workType "article" @default.