Common Risk Factors in Explaining Canadian Equity Returns
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More about this item
KeywordsEquity returns; Factor loadings;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-01-21 (All new papers)
- NEP-CFN-2001-02-21 (Corporate Finance)
- NEP-FIN-2001-02-21 (Finance)
- NEP-FMK-2000-12-19 (Financial Markets)
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