The Structural Changes in the Ff Three-Factor Model and its Robustness in the Bear-Bull Market Periods
Preprint
Lawrence, Edward R, Karels, Gordon V, Mishra, Suchi et al. (2006). The Structural Changes in the Ff Three-Factor Model and its Robustness in the Bear-Bull Market Periods
. 10.2139/ssrn.850307
Lawrence, Edward R, Karels, Gordon V, Mishra, Suchi et al. (2006). The Structural Changes in the Ff Three-Factor Model and its Robustness in the Bear-Bull Market Periods
. 10.2139/ssrn.850307