Data frequency and the number of factors in stock returns
| Year of publication: |
1995
|
|---|---|
| Authors: | Huang, R.D. ; Jo, H. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 19.1995, 6, p. 987-1004
|