A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables

Francis Haeuck In, Sangbae Kim

    Research output: Contribution to journalArticleResearchpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)165 - 171
    Number of pages7
    JournalFinance Research Letters
    Volume4
    Issue number3
    Publication statusPublished - 2007

    Cite this