Permutation Based Testing on Covariance Separability
Seongoh Park; Johan Lim, Seoul National University; Xinlei Wang, Southern Methodist University; Sanghan Lee, Nathan Kline Institute for Psychiatric Research, Orangeburg, NY, USA
Thursday, 08/03/2017
Valid Tests of Stock Return Predictability
Yang Guangyi, Guanghua School of Management, Peking University; Wang Mingjin, Guanghua School of Management, Peking University
9:50 AM