Work

A Quantile Regression Analysis of the Cross Section of Stock Market Returns

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.458522

Authors: Michelle L. Barnes, Anthony (Tony) W. Hughes

Institutions: Federal Reserve Bank of Boston, The University of Adelaide

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2148189161

Cites: 47

Cited by: 141

Related to: 10