A Generalized Framework for Multivariate Predictive Regressions Article

Jiang, Xiaoquan, Kang, Qiang. (2026). A Generalized Framework for Multivariate Predictive Regressions . Financial Management, 10.1111/fima.70073

cited authors

  • Jiang, Xiaoquan; Kang, Qiang

authors

publication date

  • October 15, 2026

published in

keywords

  • Business & Economics
  • Business, Finance
  • SAMPLE
  • STOCK RETURNS
  • Social Sciences
  • Stambaugh bias
  • mARM
  • predictive regression
  • return predictability

Digital Object Identifier (DOI)

publisher

  • WILEY