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General Factor Models and the Structure of Security Returns

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  • Kryzanowski, Lawrence
  • To, Minh Chau

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  • Kryzanowski, Lawrence & To, Minh Chau, 1983. "General Factor Models and the Structure of Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(01), pages 31-52, March.
  • Handle: RePEc:cup:jfinqa:v:18:y:1983:i:01:p:31-52_01
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    Cited by:

    1. Boyer, M. Martin & Filion, Didier, 2007. "Common and fundamental factors in stock returns of Canadian oil and gas companies," Energy Economics, Elsevier, vol. 29(3), pages 428-453, May.
    2. Mo, Jian-Lei & Zhu, Lei & Fan, Ying, 2012. "The impact of the EU ETS on the corporate value of European electricity corporations," Energy, Elsevier, vol. 45(1), pages 3-11.
    3. Huang, Roger D. & Jo, Hoje, 1995. "Data frequency and the number of factors in stock returns," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 987-1003, September.
    4. Padrón, Yaiza García & Boza, Juan García, 2006. "Which are the Risk Factors in the Pricing of Personal Pension in Spain?," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), November.

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