1、On the Predictability of Common Stock Returns: World-Wide Evidence
作者:
Gabriel Hawawini Donald B. Keim
杂志: Rodney L. White Center for Financial Research Working Papers
链接:
http://econpapers.repec.org/paper/fthpennfi/22-94.htm
2、
On the Predictability of Stock Returns in Real Time
作者:
Michael J. Cooper R
oberto C. Gutierrez Jr.B
ill Marcum
杂志:working paper
链接:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=92628