The "CAPS" Prediction System and Stock Market ReturnsChristopher Avery, Judith A. Chevalier, Richard J. Zeckhauser
NBER Working Paper No. 17298 ---- Acknowledgements ----- We appreciate the efforts of the Motley Fool Company in making data available to us. Avery and Zeckhauser gratefully acknowledge support from the Alfred P. Sloan Foundation. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. |

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