How much stock return predictability can we expect from an asset pricing model?

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 2
Pages: 184-186

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We provide a new upper bound on the R-squared of a predictive regression of stock returns on predictable variables, tightening substantially Ross's (2005) bound. An empirical application illustrates that while Ross's bound is not binding, our bound does.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:2:p:184-186
Journal Field
General
Author Count
1
Added to Database
2026-01-29