This article refers to:
Floro, D. 2017. Monetary policy surprises and firm-level stock return predictability: evidence from a new panel-based approach. Applied Economics Letters,https://doi.org/10.1080/13504851.2017.1414929
When the above article was first published online, there were errors in tables 2, 3 and 4. These tables have been replaced in the online and print versions of this journal.
Taylor & Francis apologize for this error.