On the statistical and economic performance of stock return predictive regression models: an international perspective

Pierre Giot, Mikael PETITJEAN

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)175-193
Number of pages19
JournalQuantitative Finance
Volume11
Publication statusPublished - 2011

Cite this

@article{da9e89c46f4b45f18bd57703e99b9886,
title = "On the statistical and economic performance of stock return predictive regression models: an international perspective",
author = "Pierre Giot and Mikael PETITJEAN",
year = "2011",
language = "English",
volume = "11",
pages = "175--193",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",

}

On the statistical and economic performance of stock return predictive regression models: an international perspective. / Giot, Pierre; PETITJEAN, Mikael.

In: Quantitative Finance, Vol. 11, 2011, p. 175-193.

Research output: Contribution to journalArticle

TY - JOUR

T1 - On the statistical and economic performance of stock return predictive regression models: an international perspective

AU - Giot, Pierre

AU - PETITJEAN, Mikael

PY - 2011

Y1 - 2011

M3 - Article

VL - 11

SP - 175

EP - 193

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

ER -