Conditioning variables and the cross-section of stock returns

Bibliographische Detailangaben
1. Verfasser:	Ferson, Wayne E.
Weitere Verfasser:	Harvey, Campbell R.
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:	NBER working paper series no.7009
Schlagworte:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.