Work

Characteristics, Covariances, and Average Returns: 1929-1997

Year: 1998

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.98678

Authors: James L. Davis, Eugene F. Fama, Kenneth R. French

Institutions: University of Chicago, Dartmouth College, National Bureau of Economic Research

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2124844154

Cites: 26

Cited by: 537

Related to: 10