Evidence on the characteristics of cross sectional variation in stock returns:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1996
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5604 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 38 S. |
Staff View
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| indexdate | 2024-07-09T18:01:55Z |
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| language | English |
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| physical | 38 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Daniel, Kent Verfasser aut Evidence on the characteristics of cross sectional variation in stock returns Kent Daniel ; Sheridan Titman Cambridge, Mass. 1996 38 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5604 Actions de sociétés - Cours - États-Unis - Modèles économétriques ram Entreprises - Évaluation - États-Unis - Modèles économétriques ram Ökonometrisches Modell Corporations Valuation United States Econometric models Stocks Prices United States Econometric models USA Titman, Sheridan 1954- Verfasser (DE-588)128734795 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5604 (DE-604)BV002801238 5604 http://papers.nber.org/papers/w5604.pdf kostenfrei Volltext |
| spellingShingle | Daniel, Kent Titman, Sheridan 1954- Evidence on the characteristics of cross sectional variation in stock returns National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Actions de sociétés - Cours - États-Unis - Modèles économétriques ram Entreprises - Évaluation - États-Unis - Modèles économétriques ram Ökonometrisches Modell Corporations Valuation United States Econometric models Stocks Prices United States Econometric models |
| title | Evidence on the characteristics of cross sectional variation in stock returns |
| title_auth | Evidence on the characteristics of cross sectional variation in stock returns |
| title_exact_search | Evidence on the characteristics of cross sectional variation in stock returns |
| title_full | Evidence on the characteristics of cross sectional variation in stock returns Kent Daniel ; Sheridan Titman |
| title_fullStr | Evidence on the characteristics of cross sectional variation in stock returns Kent Daniel ; Sheridan Titman |
| title_full_unstemmed | Evidence on the characteristics of cross sectional variation in stock returns Kent Daniel ; Sheridan Titman |
| title_short | Evidence on the characteristics of cross sectional variation in stock returns |
| title_sort | evidence on the characteristics of cross sectional variation in stock returns |
| topic | Actions de sociétés - Cours - États-Unis - Modèles économétriques ram Entreprises - Évaluation - États-Unis - Modèles économétriques ram Ökonometrisches Modell Corporations Valuation United States Econometric models Stocks Prices United States Econometric models |
| topic_facet | Actions de sociétés - Cours - États-Unis - Modèles économétriques Entreprises - Évaluation - États-Unis - Modèles économétriques Ökonometrisches Modell Corporations Valuation United States Econometric models Stocks Prices United States Econometric models USA |
| url | http://papers.nber.org/papers/w5604.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT danielkent evidenceonthecharacteristicsofcrosssectionalvariationinstockreturns AT titmansheridan evidenceonthecharacteristicsofcrosssectionalvariationinstockreturns |