How common are common return factors across the NYSE and Nasdaq?
Amit Goyal; Christophe Pérignon; Christophe Villa
| Year of publication: |
2008
|
|---|---|
| Authors: | Goyal, Amit ; Pérignon, Christophe ; Villa, Christophe |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 90.2008, 3, p. 252-271
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| Subject: | Arbitrage Pricing | Arbitrage pricing | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | New Economy | New economy | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833349