Conditioning variables and the cross-section of stock returns

Opis bibliograficzny
1. autor:	Ferson, Wayne E.
Kolejni autorzy:	Harvey, Campbell R.
Format:	Książka
Język:	English
Wydane:	Cambridge National Bureau of Economic Research 1999.
Seria:	NBER working paper series no.7009
Hasła przedmiotowe:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.