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Journal of Empirical Finance
Volumn 16, Issue 2, 2009, Pages 306-317
On the explanatory power of firm-specific variables in cross-sections of expected returns
Author keywords

Factor mimicking portfolios; Firm specific variables; Principal component factors
Indexed keywords

EID: 59249098007     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.10.001     Document Type: Article
Times cited : (10)
References (14)
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