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© 2013, David E. Giles
Hi Dave,
ReplyDeleteI am bit surprised that there still is (published) work on predictability of stock returns. So I thought the literature moved on to higher moments after the quintessence findings around all the dogs that did not bark?
Best, Harry
PS: I wonder if there are any meta-studies detailing how much work has been devoted to this area of holy-grail-search?