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Conditioning variables and the cross-section of stock returns

By: Ferson, Wayne E.
Contributor(s): Harvey, Campbell R.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 45.Call No.: HG4915 F477C Subject(s): CAPITAL ASSETS PRICING MODEL | STOCKS -- PRICES -- UNITED STATES -- ECONOMETRIC MODELS
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