Conditioning Variables and the Cross-Section of Stock Returns
收藏NBER1999-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w7009
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资源简介：
Previous studies have identified predetermined variables that have some power to explain the time series of stock and bond returns. This paper shows that loadings on the same variables also provide significant cross-sectional explanatory power for stock portfolio returns. These loadings are
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美国国家经济研究局创建时间：
1999-03-01
