Conditioning variables and the cross-section of stock returns
By: Wayne E. Ferson, Campbell R. Harvey.
Contributors: Harvey, Campbell R.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7009; Working paper series (National Bureau of Economic Research) -- working paper no. 7009.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 45
Subjects: Capital assets pricing model.; Stocks -- Prices -- United States -- Forecasting.; Rate of return -- United States -- Forecasting.; Time-series analysis.
Notes: "March 1999."

JEL no. G0, G1.

Includes bibliographical references (p. 40-45).

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Electronic version available via the Internet at the NBER World Wide Web site.