IDEAS home Printed from https://ideas.repec.org/p/cdl/anderf/qt2jf8r7n7.html
   My bibliography  Save this paper

Common Factors in the Serial Correlation of Stock Returns

Author

Listed:
  • Fama, Eugene F.
  • French, Kenneth R.

Abstract

No abstract is available for this item.

Suggested Citation

  • Fama, Eugene F. & French, Kenneth R., 1986. "Common Factors in the Serial Correlation of Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management qt2jf8r7n7, Anderson Graduate School of Management, UCLA.
    • Handle: RePEc:cdl:anderf:qt2jf8r7n7
    as

    Download full text from publisher

    File URL: https://www.escholarship.org/uc/item/2jf8r7n7.pdf;origin=repeccitec
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. David Blackwell & Donna Dudney & Kathleen Farrell, 2007. "Changes in CEO compensation structure and the impact on firm performance following CEO turnover," Review of Quantitative Finance and Accounting, Springer, vol. 29(3), pages 315-338, October.
    2. William H. Press, 2023. "NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years," Papers 2305.08241, arXiv.org.
    3. Lee, Suk Hun & Sung, Hyun Mo & Urrutia, Jorge L., 1996. "The behavior of secondary market prices of LDC syndicated loans," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 537-554, April.
    4. Allgood, Sam & Farrell, Kathleen A. & Kamal, Rashiqa, 2012. "Do boards know when they hire a CEO that is a good match? Evidence from initial compensation," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1051-1064.
    5. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017. "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, vol. 30(C), pages 66-95.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cdl:anderf:qt2jf8r7n7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Lisa Schiff (email available below). General contact details of provider: https://edirc.repec.org/data/aguclus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.