Conditioning variables and the cross-section of stock returns

書誌詳細
第一著者:	Ferson, Wayne E.
その他の著者:	Harvey, Campbell R.
フォーマット:	図書
言語:	English
出版事項:	Cambridge National Bureau of Economic Research 1999.
シリーズ:	NBER working paper series no.7009
主題:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.