Conditioning variables and the cross section of stock returns
Year of publication: |
1999
|
---|---|
Authors: | Ferson, Wayne E. ; Harvey, Campbell R. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 4, p. 1325-1360
|
Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | CAPM | Wirtschaftsmodell | Economic model | Theorie | Theory | USA | United States |
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