Jiang Liu

University of Manchester - Division of Accounting and Finance

Manchester

United Kingdom

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Scholarly Papers (1)

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Time Varying Prediction of UK Asset Returns

Posted: 24 Jun 2003
Jiang Liu, Ke Peng and Shiyun Wang
University of Manchester - Division of Accounting and Finance, University of Bradford - School of Management and University of Sheffield - School of Management

Abstract:

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Market efficiency, Return predictability