Conditioning variables and the cross-section of stock returns

Détails bibliographiques
Auteur principal:	Ferson, Wayne E.
Autres auteurs:	Harvey, Campbell R.
Format:	Livre
Langue:	English
Publié:	Cambridge National Bureau of Economic Research 1999.
Collection:	NBER working paper series no.7009
Sujets:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.