Factors that fit the time series and cross-section of stock returns
Martin Lettau, Markus Pelger
| Year of publication: |
2020
|
|---|---|
| Authors: | Lettau, Martin ; Pelger, Markus |
| Subject: | CAPM | Kapitalmarktrendite | Capital market returns | Zeitreihenanalyse | Time series analysis | Querschnittsanalyse | Cross-section analysis | USA | United States | 1963-2017 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhaa020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244735