EVIDENCE ON THE CHARACTERISTICS OF CROSS SECTIONAL VARIATION IN STOCK RETURNS
Year of publication: |
1996
|
---|---|
Authors: | Daniel, Kent ; Titman, Sheridan |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1996, 5604
|
Saved in:
Saved in favorites
Similar items by person
-
Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent, (1996)
-
Market reactions to tangible and intangible information
Daniel, Kent, (2006)
-
Explaining the cross-section of stock returns in Japan : factors of characteristics?
Daniel, Kent, (2001)
- More ...