Comparing cross-section and time-series factor models : editor's choice
Eugene F. Fama, Kenneth R. French
| Year of publication: |
2020
|
|---|---|
| Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 5, p. 1891-1926
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| Subject: | Kapitalmarktrendite | Capital market returns | Querschnittsanalyse | Cross-section analysis | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | USA | United States | 1963-2018 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhz089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244725