Conditioning variables and the cross-section of stock returns
By: Ferson, Wayne E.
Contributor(s): Harvey, Campbell R.
Material type: BookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 45.Call No.: HG4915 F477C Subject(s): CAPITAL ASSETS PRICING MODEL | STOCKS -- PRICES -- UNITED STATES -- ECONOMETRIC MODELSNo physical items for this record
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HG4915 B442S Stock and bond pricing in an affine economy | HG4915 B768P Positive portfolio factors | HG4915 C356A Asset prices, consumption, and the business cycle | HG4915 F477C Conditioning variables and the cross-section of stock returns | HG4915 H383N 2004 The new finance : | HG4915 H383N 2004 The new finance : | HG4915 L363C Capitalization of capital gains taxes : evidence from stock price reactions to the 1997 rate reduction |
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