مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying risk premia and the cross section of stock returns

Title of article :

Time-varying risk premia and the cross section of stock returns

Author/Authors :

Hui Guo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

2087

To page :

2107

Keywords :

Value premium , Momentumprofit , Cross section of stock returns , Stock return predictability , Time-varying investment opportunities

Journal title :

Journal of Banking and Finance

Serial Year :

2006

Journal title :

Journal of Banking and Finance

Record number :

193904

Link To Document :