Conditioning variables and the cross-section of stock returns

Detalhes bibliográficos
Autor principal:	Ferson, Wayne E.
Outros Autores:	Harvey, Campbell R.
Formato:	Livro
Idioma:	English
Publicado em:	Cambridge National Bureau of Economic Research 1999.
Colecção:	NBER working paper series no.7009
Assuntos:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.