Data frequency and the number of factors in stock returns
| Year of publication: |
1995
|
|---|---|
| Authors: | Huang, Roger D. ; Jo, Hoje |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 19.1995, 6, p. 987-1003
|
| Publisher: |
Elsevier |