id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fsr-3924	Miller, Edward M.; Prather, Larry J.	Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF	2000	12	.pdf	application/pdf	5792	277	56	PII: S1057-0810(01)00068-3 Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF Edward M. Millera, Larry J. Pratherb,* aDepartment of Economics and Finance, University of New Orleans, New Orleans, LA 70148, USA bDepartment of Economics and Finance, East Tennessee State University, Box 70686, Johnson City, TN 37614, USA Received 18 September 2000; received in revised form 19 December 2000; accepted 7 February 2001 Abstract Evidence suggests that predictabilities in asset class returns exist but transactions costs prevent exploiting them using individual securities. Conclusion Recent evidence suggests that asset class returns possess a predictable component.	cache/fsr-3924.pdf	txt/fsr-3924.txt