The Journal of Business · 1981 · 1.3K citations · 0 references
BusinessBusiness EconomicsEconomicsEconometricsForecastingInvestment ManagementEconomic ForecastingFinancial ForecastingForecast Error AnalysisForecast EvaluationInvestmentInvestment AppraisalForecast Performance EvaluationForecasting Horizon SelectionInvestment ForecastingInvestment Performance EvaluationInvestment Timing AnalysisInvestment Timing DecisionsMarket Timing AbilityMarket Timing Effects
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