Conditioning variables and the cross-section of stock returns

Bibliographic Details
Main Author:	Ferson, Wayne E.
Other Authors:	Harvey, Campbell R.
Format:	Book
Language:	English
Published:	Cambridge National Bureau of Economic Research 1999.
Series:	NBER working paper series no.7009
Subjects:	Capital asset pricing model. Stocks > Prices > Forecasting. > United States. Rat of return > Forecasting. > United States. Time-series analysis.