tag:blogger.com,1999:blog-2198942534740642384.post1390599893108508283..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: So Much Good Reading........Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-2198942534740642384.post-79927344887798162342013-10-08T22:43:04.540-07:002013-10-08T22:43:04.540-07:00Hi Dave,
I am bit surprised that there still is (p...Hi Dave,<br />I 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?<br />Best, Harry<br />PS: I wonder if there are any meta-studies detailing how much work has been devoted to this area of holy-grail-search?<br /><br /><br />Harrynoreply@blogger.com