The authors are respectively from the Stern School of Business, New York University and UQ Business School, The University of Queensland. The first author was at UQ Business School when this research was completed. They are grateful for the comments and suggestions of an anonymous referee, seminar participants at the Australian National University, the University of Melbourne, and the 2001 AAANZ and 2002 APFA/PACAP Conferences. Financial assistance was provided from the UQ New Staff Start-up grant and a School of Commerce summer fellowship. (Paper received December 2001, revised and accepted September 2002)
Assessing the Economic Significance of Return Predictability: A Research Note
Version of Record online: 15 DEC 2003
Journal of Business Finance & Accounting
Volume 30, Issue 9-10, pages 1305–1326, December 2003
How to Cite
Boudry, W. and Gray, P. (2003), Assessing the Economic Significance of Return Predictability: A Research Note. Journal of Business Finance & Accounting, 30: 1305–1326. doi: 10.1111/j.0306-686X.2003.05482.x
- Issue online: 15 DEC 2003
- Version of Record online: 15 DEC 2003
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