How Common are Common Return Factors Across NYSE and NASDAQ?
Year of publication: |
[2013]
|
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Authors: | Perignon, Christophe |
Other Persons: | Goyal, Amit (contributor) ; Villa, Christophe (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Economics (JFE), Forthcoming |
Other identifiers: | 10.2139/ssrn.1017548 [DOI] |
Classification: | C63 - Computational Techniques ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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