Browsing by Author "Jacewitz, Stefan A."
Now showing items 1-1 of 1
-
Essays on the Predictability and Volatility of Asset Returns
Jacewitz, Stefan A. (2010-10-12)This dissertation collects two papers regarding the econometric and economic theory and testing of the predictability of asset returns. It is widely accepted that stock returns are not only predictable but highly so. This ...