@techreport{NBERw10026,
 title = "Efficient Tests of Stock Return Predictability",
 author = "John Y. Campbell and Motohiro Yogo",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "10026",
 year = "2003",
 month = "October",
 URL = "http://www.nber.org/papers/w10026",
}