Conditioning variables and the cross-section of stock returns

Bibliografiska uppgifter
Huvudupphovsman:	Ferson, Wayne E.
Övriga upphovsmän:	Harvey, Campbell R.
Materialtyp:	Bok
Språk:	English
Publicerad:	Cambridge National Bureau of Economic Research 1999.
Serie:	NBER working paper series no.7009
Ämnen:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.