Sources of risk and expected returns in global equity markets
By: Wayne E. Ferson, Campbell R. Harvey.
Contributors: Harvey, Campbell R.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4622; Working paper series (National Bureau of Economic Research) -- working paper no. 4622.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 35
Subjects: Capital assets pricing model.; Rate of return.; Stock exchanges.
Notes: "January 1994."

Includes bibliographical references (p. 25-29).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

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