Department of Economics and Business Economics

Testing for Linear and Nonlinear Predictability of Stock Returns

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Testing for Linear and Nonlinear Predictability of Stock Returns. / Lanne, Markku; Meitz, Mika; Saikkonen, Pentti.

In: Journal of Financial Econometrics, Vol. 11, No. 4, 2013, p. 682-705.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Lanne, M, Meitz, M & Saikkonen, P 2013, 'Testing for Linear and Nonlinear Predictability of Stock Returns', Journal of Financial Econometrics, vol. 11, no. 4, pp. 682-705. https://doi.org/10.1093/jjfinec/nbt004

APA

Lanne, M., Meitz, M., & Saikkonen, P. (2013). Testing for Linear and Nonlinear Predictability of Stock Returns. Journal of Financial Econometrics, 11(4), 682-705. https://doi.org/10.1093/jjfinec/nbt004

CBE

Lanne M, Meitz M, Saikkonen P. 2013. Testing for Linear and Nonlinear Predictability of Stock Returns. Journal of Financial Econometrics. 11(4):682-705. https://doi.org/10.1093/jjfinec/nbt004

MLA

Lanne, Markku, Mika Meitz and Pentti Saikkonen. "Testing for Linear and Nonlinear Predictability of Stock Returns". Journal of Financial Econometrics. 2013, 11(4). 682-705. https://doi.org/10.1093/jjfinec/nbt004

Vancouver

Lanne M, Meitz M, Saikkonen P. Testing for Linear and Nonlinear Predictability of Stock Returns. Journal of Financial Econometrics. 2013;11(4):682-705. https://doi.org/10.1093/jjfinec/nbt004

Author

Lanne, Markku ; Meitz, Mika ; Saikkonen, Pentti. / Testing for Linear and Nonlinear Predictability of Stock Returns. In: Journal of Financial Econometrics. 2013 ; Vol. 11, No. 4. pp. 682-705.

Bibtex

@article{4cc9b9bb15064ea89f6d89d59f11dafa,
title = "Testing for Linear and Nonlinear Predictability of Stock Returns",
author = "Markku Lanne and Mika Meitz and Pentti Saikkonen",
year = "2013",
doi = "10.1093/jjfinec/nbt004",
language = "English",
volume = "11",
pages = "682--705",
journal = "Journal of Financial Econometrics",
issn = "1479-8409",
publisher = "Oxford University Press",
number = "4",

}

RIS

TY - JOUR

T1 - Testing for Linear and Nonlinear Predictability of Stock Returns

AU - Lanne, Markku

AU - Meitz, Mika

AU - Saikkonen, Pentti

PY - 2013

Y1 - 2013

U2 - 10.1093/jjfinec/nbt004

DO - 10.1093/jjfinec/nbt004

M3 - Journal article

VL - 11

SP - 682

EP - 705

JO - Journal of Financial Econometrics

JF - Journal of Financial Econometrics

SN - 1479-8409

IS - 4

ER -