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Robust tests of stock return predictability under heavy-tailed innovations

Published Online: 2025-03-25

Published Print: 2025-03

Authors

Wong, Hsin-Chieh

Chung, Meng-Hua

Fuh, Cheng-Der

Pang, Tian-xiao
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Text and Data Mining valid from 2025-03-01

Version of Record valid from 2025-03-01
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Article History

Received: 16 May 2021

Revised: 7 March 2022

First Online: 25 March 2025

Declarations

: Conflict of interest The authors declare no conflict of interest.

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