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Stock Return Predictability An autoregressive distributed lag (ADL) approach
Author(s)
Shi, Mengye
Type
Dissertation
Abstract
Distinction
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
512647 bytes
Creator
Shi, Mengye
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering