DO ARBITRAGE-PRICING MODELS EXPLAIN THE PREDICTABILITY OF STOCK RETURNS

被引:0
|
作者
FERSON, W [1 ]
KORAJCZYK, RA [1 ]
机构
[1] UNIV WASHINGTON,SCH BUSINESS ADM,SEATTLE,WA 98195
来源
JOURNAL OF FINANCE | 1993年 / 48卷 / 03期
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D O I
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中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:1085 / 1085
页数:1
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