Conditioning variables and the cross-section of stock returns

Bibliografiske detaljer
Hovedforfatter:	Ferson, Wayne E.
Andre forfattere:	Harvey, Campbell R.
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1999.
Serier:	NBER working paper series no.7009
Fag:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.