CFA Digest · 1997 · 32 citations · 0 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsCapital MarketsFinancial RiskMarket EfficiencyMarket RiskRisk-return AnalysisCross-section Of Asset ReturnsCross-sectional Return PredictionExpected Return ModelsLiquidity Effects On ReturnsMarket Efficiency TestsOut-of-sample Forecast EvaluationPrice Level HistoryStock Market Returns