Conditioning variables and the cross-section of stock returns

Manylion Llyfryddiaeth
Prif Awdur:	Ferson, Wayne E.
Awduron Eraill:	Harvey, Campbell R.
Fformat:	Llyfr
Iaith:	English
Cyhoeddwyd:	Cambridge National Bureau of Economic Research 1999.
Cyfres:	NBER working paper series no.7009
Pynciau:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.