Conditioning variables and the cross-section of stock returns

Podrobná bibliografie
Hlavní autor:	Ferson, Wayne E.
Další autoři:	Harvey, Campbell R.
Médium:	Kniha
Jazyk:	English
Vydáno:	Cambridge National Bureau of Economic Research 1999.
Edice:	NBER working paper series no.7009
Témata:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.