Mill Hill Lane
Durham, Durham DH1 3HP
Indirect causality, spurious causality, big data analysis, auxiliary variable(s)
Forward Moments; Implied Volatility Surface; Partial Least Squares; Predictability of Stock Returns; Equity Premium; Variance Premium
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: OBES.pdf
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This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2901396.pdf
anomalies, asset pricing, cross-sectional tests, oil industry, oil prices, time series tests
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