Browsing by Author "Schneider, David"

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Browsing by Author "Schneider, David"

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  • Dou, Yiwen; Gallagher, David; Schneider, David; Walter, Terry (Australian Graduate School of Management, 2012)
    We provide one of the first comprehensive studies on out-of-sample stock returns predictability in Australia. While most of the empirically well-known predictive variables fail to generate out-of-sample predictability, we ...