المؤلفون: Christophe Pérignon, Christophe Villa, Amit Goyal

المساهمون: Audencia Recherche, Audencia Business School, Swiss Finance Institute [Geneva], Swiss Finance Institute, Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Journal of Financial Economics
Journal of Financial Economics, Elsevier, 2008, 90 (3), pp.252-271. ⟨10.1016/j.jfineco.2008.01.004⟩

مصطلحات موضوعية: Economics and Econometrics, Strategy and Management, Asset pricing, Common subspace, Factor structure, JEL: C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C63 - Computational Techniques • Simulation Modeling, Arbitrage pricing theory, Risk factors, Accounting, Econometrics, [SHS.GESTION]Humanities and Social Sciences/Business administration, Capital asset pricing model, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G29 - Other, Business, Factor analysis, Excess return, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c60aae34aff06e3b9d55f027eaa42e64
https://doi.org/10.1016/j.jfineco.2008.01.004

المؤلفون: Goyal, Amit; Saretto, Alessio

المصدر: Journal of financial economics : Amsterdam [u.a.], vol 94, issue 2, pg. 310-326. 11/2009

المؤلفون: Goyal, Amit; Pérignon, Christophe; Villa, Christophe

المصدر: Journal of financial economics : Amsterdam [u.a.], vol 90, issue 3, pg. 252-271. 12/2008