Media type: E-Article Title: Improved tests for stock return predictability Contributor: Harvey, David I. [Author]; Leybourne, Stephen James [Author]; Taylor, Robert [Author] Published: 2023 Published in: Econometric reviews ; 42(2023), 9/10, Seite 834-861 Language: English DOI: 10.1080/07474938.2023.2222634 Identifier: Keywords: Augmented regression ; endogeneity ; persistence ; predictive regression ; weighted statistics ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access