Department of Economics
University of Kansas
Models on Testing Predictability of Asset Returns
Testing predictability of asset returns is a cornerstone issue in modern asset pricing
and the related fields. It has been one of the hottest research topics in asset pricing
field in the recent two decades. In this talk, I will combine several of my own papers
(published papers and ongoing projects) on testing predictability of asset returns and
review the recent developments in this area. In particular, I will outline some future
research topics in this area.
Refreshments at 3:45pm in Snedecor 2101.