Stock Market Dispersion, the Business Cycle and Expected Factor Returns.
ANGELIDIS Timotheos ; SAKKAS Athanasios ; TESSAROMATIS Nikolaos
GROUPE EDHEC;EDHEC-RISK INSTITUTE
2015
29
PUBLICATION EDHEC
Url : http://professoral.edhec.com/recherche/publications-edhec/20...
Language : English
Series : Working paper
Material : Electronic
Owner : GROUPE EDHEC