value spread as a predictor of returns
By: Naiping Liu, Lu Zhang.
Contributors: Zhang, Lu, 1972-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11326.; Working paper series (National Bureau of Economic Research) -- working paper no. 11326.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 41
Subjects: Rate of return -- Econometric models
Notes: "May 2005."

Includes bibliographical references (p. 26-27).

Also available in PDF from the NBER world wide web site (www.nber.org).