Conditioning variables and the cross-section of stock returns

Bibliografske podrobnosti
Glavni avtor:	Ferson, Wayne E.
Drugi avtorji:	Harvey, Campbell R.
Format:	Knjiga
Jezik:	English
Izdano:	Cambridge National Bureau of Economic Research 1999.
Serija:	NBER working paper series no.7009
Teme:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.