EXPECTED STOCK RETURNS AND VOLATILITY

被引:1706
|
作者
FRENCH, KR [1 ]
SCHWERT, GW [1 ]
STAMBAUGH, RF [1 ]
机构
[1] UNIV ROCHESTER,ROCHESTER,NY 14627
关键词
D O I
10.1016/0304-405X(87)90026-2
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:3 / 29
页数:27
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