Fundamental determinants of national equity market returns: A perspective on conditional asset pricing

Journal of Banking and Finance

Volumn 21, Issue 11-12, 1997, Pages 1625-1665

  Ferson, Wayne E ^a   Harvey, Campbell R ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

Asset allocation; Asset pricing; Factor models; G12; G14; Market efficiency

Indexed keywords

EID: 0031521248     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00044-7     Document Type: Article

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