Sorting, firm characteristics, and time-varying risk : an econometric analysis
Year of publication: |
2008
|
---|---|
Authors: | Fan, Xinting ; Liu, Ming |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 1, p. 49-86
|
Subject: | CAPM | Theorie | Theory |
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