Dispersion and volatility in stock returns
Subtitle: an empirical investigation
By: John Y. Campbell, Martin Lettau.
Contributors: Lettau, Martin, 1966-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7144; Working paper series (National Bureau of Economic Research) -- working paper no. 7144.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 29
Subjects: Stock exchanges -- Econometric models.; Stocks -- Prices -- Econometric models.
Notes: "May 1999."

Includes bibliographical references (p. 27-29).

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Electronic version available via the Internet at the NBER world wide web site (www.nber.org).