The empirical risk-return relation: A factor analysis approach

Sydney Ludvigson and Serena Ng ()

Journal of Financial Economics, 2007, vol. 83, issue 1, 171-222

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (289)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-405X(06)00141-3
Full text for ScienceDirect subscribers only

Related works:
Working Paper: The Empirical Risk-Return Relation: a factor analysis approach (2006)
Working Paper: The Empirical Risk-Return Relation: A Factor Analysis Approach (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:83:y:2007:i:1:p:171-222

Access Statistics for this article

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().