On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

19811,331 citationsJournal Article

Authors

Abstract

Roy D. Henriksson, Robert C. Merton, On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills, The Journal of Business, Vol. 54, No. 4 (Oct., 1981), pp. 513-533

Topics & Keywords

Economic and Technological Systems Analysis Economic and Technological Developments in Russia

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: The Journal of Business

Volume 54, Issue 4, pp. 513-513

DOI: 10.1086/296144

Field-Weighted Citation Impact: 6.03