Supplementary Material for 'Asset Pricing Restrictions on Predictability: Frictions Matter'
8 Pages Posted: 20 Feb 2011 Last revised: 19 Nov 2011
Date Written: November 11, 2011
Abstract
This note contains supplementary material for "Asset Pricing Restrictions on Predictability: Frictions Matter."
Keywords: Out-of-Sample Predictability, Asset Pricing Tests, Market Frictions
JEL Classification: G12, G17
Suggested Citation: Suggested Citation
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