Campbell, J. Y., & Lettau, M. (1999). Dispersion and volatility in stock returns: An empirical investigation. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationCampbell, John Y., and Martin Lettau. Dispersion and Volatility in Stock Returns: An Empirical Investigation. Cambridge: National Bureau of Economic Research, 1999.
MLA (9th ed.) CitationCampbell, John Y., and Martin Lettau. Dispersion and Volatility in Stock Returns: An Empirical Investigation. National Bureau of Economic Research, 1999.
Warning: These citations may not always be 100% accurate.