Conditioning variables and the cross-section of stock returns

Bibliografische gegevens
Hoofdauteur:	Ferson, Wayne E.
Andere auteurs:	Harvey, Campbell R.
Formaat:	Boek
Taal:	English
Gepubliceerd in:	Cambridge National Bureau of Economic Research 1999.
Reeks:	NBER working paper series no.7009
Onderwerpen:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.