Page 82 - Contributed Paper Session (CPS) - Volume 3
P. 82
CPS1947 Hsein K. et al.
7. Kostakis, A., Magdalinos, T. and Stamatogiannis, M. P. (2015), `Robust
econometric inference for stock return predictability', Review of Financial
Studies 28(5), 1506-1553.
8. Lettau, M. and Ludvigson, S. (2001), `Consumption, aggregate wealth, and
expected stock returns', The Journal of Finance 56(3), 815-849.
9. Rapach, D. and Zhou, G. (2013), Forecasting stock returns, in `Handbook of
Economic Forecasting', Vol. 2, Elsevier, pp. 328-383.
71 | I S I W S C 2 0 1 9