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Stock Market Dispersion, the Business Cycle and Expected Factor Returns.

EDHEC Publication

ANGELIDIS Timotheos ; SAKKAS Athanasios ; TESSAROMATIS Nikolaos

GROUPE EDHEC;EDHEC-RISK INSTITUTE

2015

29

PUBLICATION EDHEC

STOCK MARKET ; PROFITABILITY ; ECONOMIC CYCLE

Url : http://professoral.edhec.com/recherche/publications-edhec/20...

Language : English

Series : Working paper

Material : Electronic

Owner : GROUPE EDHEC