Lewellen, J., & Shanken, J. (2000). Estimation risk, market efficiency, and the predictability of returns. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationLewellen, Jonathan, and Jay Shanken. Estimation Risk, Market Efficiency, and the Predictability of Returns. Cambridge, Mass: National Bureau of Economic Research, 2000.
MLA (9th ed.) CitationLewellen, Jonathan, and Jay Shanken. Estimation Risk, Market Efficiency, and the Predictability of Returns. National Bureau of Economic Research, 2000.
Warning: These citations may not always be 100% accurate.