risk and return from factors
By: Louis K.C. Chan, Jason Karceski, Josef Lakonishok.
Contributors: Karceski, Jason.; Lakonishok, Josef.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6098; Working paper series (National Bureau of Economic Research) -- working paper no. 6098.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Rate of return.; Stocks -- Prices.
Notes: "July 1997."

JEL no. G12.

Includes bibliographical references (p. 28-31).

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