Changes in Factor Betas and Risk Premiums Over Varying Market Conditions
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1998.tb01388.x/fullpdf
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1. The relationship between return and market value of common stocks
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3. Return seasonality and tax-loss selling in the market for long-term government and corporate bonds
4. Stock Market Seasonals and Prespecified Multifactor Pricing Relations
5. Financial Investment Opportunities and the Macroeconomy
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