Semiparametric estimation of a characteristic-based factor model of common stock returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Connor, Gregory ; Linton, Oliver |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 5, p. 694-717
|
| Publisher: |
Elsevier |