Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
收藏NBER1999-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7246
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资源简介：
Japanese stock returns are even more closely related to their book-to-market ratios than are their U.S. counterparts, and thus provide a good setting for testing whether the return premia associated with these characteristics arise because the characteristics are proxies for covariance with priced
提供机构：
美国国家经济研究局
创建时间：
1999-07-01
