Firm characteristics, industry and time effects, and the cross-section of expected stock returns

Research output: Working paperProfessional

174 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages38
Publication statusPublished - 1 Jan 2005

Publication series

SeriesLIFE Working Paper
Number008

Cite this

Bauer, R. M. M. J., Pavlov, B. B., & Schotman, P. C. (2005). Firm characteristics, industry and time effects, and the cross-section of expected stock returns. METEOR, Maastricht University School of Business and Economics. LIFE Working Paper, No. 008