1.Economic Forces and the Stock Market Nai-Fu Chen, Richard Roll and Stephen A. Ross The Journal of Business, Vol. 59, No. 3 (Jul., 1986), pp. 383-403 (article consists of 21 pages) 2
"Some Factors in New York Stock Exchange Security Returns, 1931-1979,". Journal of Portfolio Management, Summer 1982, pp. 5-19. ... www.eumed.net/cursecon/economistas/sharpe.htm - 47k - |
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