Conditioning variables and the cross-section of stock returns

Detalles Bibliográficos
Autor Principal:	Ferson, Wayne E.
Outros autores:	Harvey, Campbell R.
Formato:	Libro
Idioma:	English
Publicado:	Cambridge National Bureau of Economic Research 1999.
Series:	NBER working paper series no.7009
Subjects:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.