Conditioning variables and the cross-section of stock returns

Dettagli Bibliografici
Autore principale:	Ferson, Wayne E.
Altri autori:	Harvey, Campbell R.
Natura:	Libro
Lingua:	English
Pubblicazione:	Cambridge National Bureau of Economic Research 1999.
Serie:	NBER working paper series no.7009
Soggetti:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.